Norway's Government Pension Fund Global (GPFG) ("The Oil Fund")

Teaching

• Lectures
• Lecture Slides

R examples

• read USD returns
• read NOK returns
• cum_wealth_plot_NOK_equity_only.R The cumulative wealth plot.
• alpha_estimation_USD.R Alpha estimation

Literature

• A Review of Norges Bank's Active Management of the Government Pension Fund Global , by Magnus Dahlquist and Bernt Arne Ødegaard
• A Review of the Active Management of Norway's Government Pension Fund Global , by Rob Bauer, Charlotte Christiansen, and Trond Døskeland