A Review of the Active Management of Norway’s Government Pension Fund Global Page 1 A
Review of the Active Management of Norway’s Government Pension Fund Global Rob …

This study revisits the widely used assumptions in long-term asset allocation: the normal
distribution of long-horizon returns and the negligible impacts of estimation errors on the …

The paper investigates aggregation bias by comparing the risk and returns characteristics of
stock exchange-traded shares and Treasury bills (T'bills) in Ghana. The study uses end of …

For short-term investments in equity markets, investors use price points, candlestick patterns,
moving averages, support and resistance levels, trendlines, price patterns, relative strength …

This study examined the performance of 371 equity real estate investment trusts (REITs)
over the period 1972–2020. Unlike stocks, we found that the majority of the 371 REITs …

The increasing adoption of deep learning techniques has ignited considerable interest
among portfolio managers, investors, and speculators. Using bibliometric analysis, this study …

Investments in publicly-listed US stocks enhanced shareholder wealth by more than $55.1
trillion in aggregate during the 1926 to 2022 period, even while investments in the majority …

Some stocks deliver extremely large long-run returns, leading to concentration in non-
rebalanced portfolios and in value-weighted indices. Among US-listed stocks that generated …

Some common stocks display extreme positive performance. Between 1973 and 2020,
3,615 US-listed stocks generated at least a 5x cumulative gross return relative to a prior low …

Severe asymmetry in long horizon stock returns and concentration of wealth creation can be
detrimental for investors holding a concentrated portfolio of stocks. Therefore, this paper …