Nikolay Doskov

Norges Bank Investment Management (NBIM)

Bankplassen 2

P.O. Box 1179 Sentrum

Oslo, NO-0107

Norway

  • Norges Bank Investment Management (NBIM)

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 29,615

SSRN RANKINGS

Top 29,615

in Total Papers Downloads

1,558

SSRN CITATIONS
Rank 42,478

SSRN RANKINGS

Top 42,478

in Total Papers Citations

3

CROSSREF CITATIONS

9

Scholarly Papers (3)

Actions:
Email selected abstracts
1.

Tradable Aggregate Risk Factors and the Cross-Section of Stock Returns

Number of pages: 41 Posted: 29 Apr 2013 Last Revised: 15 Dec 2016
Nikolay Doskov, Tapio Pekkala and Ruy Ribeiro
Norges Bank Investment Management (NBIM), Pacific Investment Management Company (PIMCO) and Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics
Downloads 1,107 (18,806)
Citation 3

Abstract:

Loading...

Asset Pricing; Factor model; Value premium; Size premium

2.

Empirical Evidence on the Currency Carry Trade, 1900-2012

Journal of International Money and Finance 51, pp. 370-389, 2015
Number of pages: 38 Posted: 15 Dec 2014 Last Revised: 19 Jul 2016
Nikolay Doskov and Laurens Swinkels
Norges Bank Investment Management (NBIM) and Erasmus University Rotterdam (EUR)
Downloads 451 (63,540)
Citation 3

Abstract:

Loading...

Currency carry trade, Currency crisis, Foreign exchange, Forward discount

3.

The Shadow Price of Liquidity in Asset Allocation - A Case Study

Journal of Investment Management (JOIM), Second Quarter 2014
Posted: 15 Nov 2014
Bac Van Luu, Y. M. Sharaiha, Nikolay Doskov, Chirag Patel and David Turkington
Independent, Independent, Norges Bank Investment Management (NBIM), affiliation not provided to SSRN and State Street Associates

Abstract:

Loading...

Illiquidity risk, alternative investments, portfolio optimization, asset allocation, portfolio construction