Applied Research

Discussion Notes @NBIM

1. Drivers of listed and unlisted real estate returns (2023).
2. Withdrawals from the GPFG and potential trade-offs (2023).
3. Macro trends and long-horizon 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 diversified portfolio (2017).