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The Performance of the Norwegian Sovereign Wealth Fund

Pieters, Björn
(2021)

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Pieters_13781500_2021.pdf
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Pieters_13781500_2021_Excel.xlsx
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Details

Supervisors
Petitjean, Mikael ; Laly, Floris
Faculty
Louvain School of Management
Degree label
Master [120] en sciences de gestion, à finalité spécialisée
Abstract
A Risk/Return analysis of a 1275 billion dollar Sovereign Wealth Fund. Their performance will be analysed against 4 well known benchmarks between 2006 and 2021. In this Thesis, we also created a Risk Parity Portfolio. This portfolio, where its Optimal Allocation is based on data between 2005 and 2009, will be used as a benchmark against the Fund for the years 2010-2020.