Inna Grybenko

Portfolio Management Practices in Sovereign Wealth Fund

International Diversification at the Norwegian Government Pension Fund and the Implications for Russia

• Broschiertes Buch

Produktbeschreibung

The concept of the sovereign fund as strong financial instrument which serves for stability of the country s financial system is realized in Norway under the framework of the Norwegian Government Pension Fund. The pension oil fund is managed by Norges Bank, the national bank of Norway, and has its own original investment strategy. The author makes the profound research on the investment strategy of pension oil fund, giving the insight on the international portfolio diversification and risk exposure of the investment portfolio. First, the management structure and portfolio diversification of the fund are covered, followed by the insight into the active and passive strategy performance. More detailed analysis is given to understanding of the fund s risk profile, including the analysis of the risk exposure by means of regression models. As the result of Norwegian experience the unique implications are given to the Russian sovereign wealth fund, the similar fiscal and investment government instrument in Russia.

Produktdetails

• Verlag: LAP Lambert Academic Publishing
• Seitenzahl: 112
• Erscheinungstermin: 4. März 2013
• Englisch
• Abmessung: 220mm x 150mm x 7mm
• Gewicht: 166g
• ISBN-13: 9783659357237
• ISBN-10: 3659357235
• Artikelnr.: 37445307

Autorenporträt

Inna Grybenko, originally from Cherkasy, Ukraine, being the graduate student of Financial Economics master program at Norwegian Business School in Oslo, has given the professional insight on the portfolio management and international diversification at the Norwegian Government Pension Fund and the implications for the Russian National Wealth Fund.