Applied Research

Discussion Notes @NBIM

  1. Modelling Equity Market Term Structures (2021).
  2. Fundamental Drivers of Asset Returns (2021).
  3. The Asset Pricing Effects of ESG Investing (2021).
  4. No-Trade Band Rebalancing Rules: Expected Returns and Transaction Costs (2018).
  5. The Liquidity of a Divesified Portfolio (2017).