Artikler tagget med NORWAY
Asset Market Participation and Portfolio Choice
10 september 2014

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We study the life cycle of portfolio allocation following for 15 years a large random sample of Norwegian households using error-free data on all components of households’ investments drawn from the Tax Registry.
The Norwegian Government Pension Fund’s Potential for Capturing Illiquidity Premiums
20 august 2014

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The Norwegian ministry of finance has asked us to investigate the possibilities for the Government Pension Fund Global (GPFG) to profit from liquidity premiums in illiquid investments. Can a large investor with a long horizon, limited short term liquidity needs and high risk bearing capacity, such as the GPFG, profit from these liquidity premiums?