Equity Share and the Downside Risk at the Norwegian Government Pension Fund Global (GPF-G)
Master thesis
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Date
2021Metadata
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- Master of Science [1612]
Abstract
This paper studies the changes in asset and equity allocations across asset classes
and markets in the Norwegian Government Pension Fund Global’s (GPF-G or "The
Fund") portfolio. It evaluates how the shifts in the investment mandate, primarily
the increase in equity investments since The Fund’s creation, have affected downside
risk. We aim to assess changes across time and individual risk and set the basis
for a global view on the fund’s downside risk.
Description
Masteroppgave(MSc) in Master of Science in Finance/(Financial Economics) - Handelshøyskolen BI,2021