Applied Research

Discussion Notes @NBIM

  1. Withdrawals from the GPFG and potential trade-offs (2023).
  2. Macro trends and long-horizon returns (2023).
  3. Drivers of listed and unlisted real estate returns (2023).
  4. Expected Returns on a Multi-asset Portfolio (2022).
  5. Modelling Equity Market Term Structures (2021).
  6. Fundamental Drivers of Asset Returns (2021).
  7. The Asset Pricing Effects of ESG Investing (2021).
  8. No-Trade Band Rebalancing Rules: Expected Returns and Transaction Costs (2018).
  9. The Liquidity of a Divesified Portfolio (2017).