2/02/2009

work schedule today

i was wondering whether i could construct a composite dataset on sovereign wealth funds and their relative weightings on domestic, and foreign equity.

anyway, i wasn't expecting to be able to construct them all, because SWFs usually don't publish their positions. But Norway's pension fund has this remarkable list of all its equity holdings, it's stakes... and it appears extremely diversified. admittedly, this data goes back to 2007 because it's probably sensitive to publish their current holdings.

they also have annual reports up to 1998, which is the year where their international equity holding was allowed to go up to 40%. unfortunately, that's not as far back as i would have liked.

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