Prof. Collin-Dufresne : Expert for the Norvegian Government
© 2016 Norway Government
Professor Pierre Collin-Dufresne, from the SFI@EPFL, was recently asked to deliver an expert opinion in front of a Committee appointed by the Norwegian government to assess the equity portion of the Government Pension Fund Global.
This Committee, chaired by Senior Economist and Adjunct Professor Knut Anton Mork, shall analyse expected risk and return in the Fund for different equity portions, and may recommend changes to the equity portion. In assessing the equity portion, the Committee shall, inter alia, consider the Fund’s objective, time horizon and size, as well as expected outflows from the Fund. Furthermore, the Committee shall assess whether a change in the equity portion should have any implications for other main aspects of the investment strategy, such as the composition of the equity and fixed-income benchmarks.