Norway's Government Pension Fund Global (GPFG) ("The Oil Fund")
Teaching
Lectures
Lecture
Slides
(Lectures being updated)
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