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How does the Norwegian, Dutch and Canadian models compare in terms of investment management and returns?

Skaar, Kristin; Sævrøy, Vilde Falkenberg
Master thesis
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URI
http://hdl.handle.net/11250/2487031
Date
2017
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  • Master of Science [1823]
Abstract
This paper examines the similarities and differences between the Stichting

Pensioenfonds ABP (Algemeen Burgerlijk Pensioenfonds), the Canadian Pension

Plan and the Government Pension Fund Global. Based on the funds’ investment

management strategies, a comprehensive comparison has been made by

examining the respective funds’ risk-return relationships and their associated cost

levels throughout the past two decades. The strategies have been linked up to the

Endowment Model, pioneered by David F. Swensen. We find that, despite having

numerous similarities due to the nature of their liabilities, the funds’ embodiments

have significant implications regarding performance. Overall, NBIM achieves the

poorest risk-return relationship while ABP achieves the best, moreover, CPPIB is

the least cost-efficient and NBIM is the most.
Description
Masteroppgave(MSc) in Master of Science in Finance - Handelshøyskolen BI, 2017
Publisher
BI Norwegian Business School

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