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The Discussion Note series provides analysis which may form relevant background for Norges Bank Investment Management’s investment strategy and advice to the asset owner. Any views expressed in the Discussion Notes are not necessarily held by our organisation. The series is written by employees, and is informed by our investment research and our experience as a large, long-term asset manager.
Discussion note 6 - 25 November 2014
BENCHMARK DESIGN FOR AN ACTIVE INVESTMENT PROCESS
Discussion note 5 - 9 September 2014
Free Float Adjustments in Global Equity Portfolios
Discussion note 4 - 26 May 2014
A Discussion Note on the market for investments in syndicated loans.
discussion note 1 - 2014 14 January 2014
Momentum in Futures Market
In this note, we survey the academic literature and provide empirical evidence related to time-series momentum strategies in the futures markets. We find that this phenomenon is remarkably consistent across 47 diverse futures contracts in our study, and it has led some to consider time-series momentum an asset pricing anomaly.