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

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Scholarly Papers (3)

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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 Insper
Downloads 1,259 (24,932)
Citation 3

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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)
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Citation 5

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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), Independent and State Street Associates

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