<> <http://www.w3.org/2000/01/rdf-schema#comment> "The repository administrator has not yet configured an RDF license."^^<http://www.w3.org/2001/XMLSchema#string> . <> <http://xmlns.com/foaf/0.1/primaryTopic> <https://discovery.ucl.ac.uk/id/eprint/1538984> . <https://discovery.ucl.ac.uk/id/eprint/1538984> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://purl.org/ontology/bibo/AcademicArticle> . <https://discovery.ucl.ac.uk/id/eprint/1538984> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://purl.org/ontology/bibo/Article> . <https://discovery.ucl.ac.uk/id/eprint/1538984> <http://purl.org/dc/terms/title> "Assessing the effects of adding Timberland and Farmland into resource-based Sovereign Wealth Fund portfolios"^^<http://www.w3.org/2001/XMLSchema#string> . <https://discovery.ucl.ac.uk/id/eprint/1538984> <http://purl.org/ontology/bibo/abstract> "Sovereign Wealth Funds (SWFs) have been prompted to reconsider their traditional asset allocations given\r\nthe underperformance of equity markets post-2008 financial crisis and the collapse of commodity prices in\r\nrecent years. Timberland and farmland investments are increasingly attracting the attention of these funds,\r\nseeking higher and more stable returns and means to hedge commodity risk. However, analytical analyses\r\non the effect of these investments to SWFs are still limited. This paper studies the effects of including\r\ntimber and farmland investments in the strategic asset allocation (SAA) of an oil-based SWF. We model the\r\nportfolio of investment of an SWF using Norway’s Government Pension Fund Global as a case study, and\r\ngathering empirical data for the period Q1 2007 - Q1 2016. We examine how allocations in timberland and\r\nfarmland affect returns, the fund’s net growth, and the portfolio exposure to commodity risk. Our results\r\nindicate that timber and farmland bring positive effects when supplanting equity investments, improve the\r\nreturn-risk characteristic of the portfolio, and provide hedging again oil risk."^^<http://www.w3.org/2001/XMLSchema#string> . <https://discovery.ucl.ac.uk/id/eprint/1538984> <http://purl.org/dc/terms/date> "2017-05" . <https://discovery.ucl.ac.uk/id/document/339243> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://purl.org/ontology/bibo/Document> . <https://discovery.ucl.ac.uk/id/eprint/1538984> <http://purl.org/ontology/bibo/volume> "91" . <https://discovery.ucl.ac.uk/id/publication/ext-01486195> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://purl.org/ontology/bibo/Collection> . <https://discovery.ucl.ac.uk/id/publication/ext-01486195> <http://xmlns.com/foaf/0.1/name> "Journal of Economics and Business"^^<http://www.w3.org/2001/XMLSchema#string> . <https://discovery.ucl.ac.uk/id/eprint/1538984> <http://purl.org/dc/terms/isPartOf> <https://discovery.ucl.ac.uk/id/publication/ext-01486195> . <https://discovery.ucl.ac.uk/id/publication/ext-01486195> <http://www.w3.org/2002/07/owl#sameAs> <urn:issn:01486195> . <https://discovery.ucl.ac.uk/id/publication/ext-01486195> <http://purl.org/ontology/bibo/issn> "01486195" . <https://discovery.ucl.ac.uk/id/eprint/1538984> <http://purl.org/ontology/bibo/status> <http://purl.org/ontology/bibo/status/published> . <https://discovery.ucl.ac.uk/id/eprint/1538984> <http://purl.org/dc/terms/creator> <https://discovery.ucl.ac.uk/id/person/ext-e0adb4de4816f131419b83ebef1b67b2> . <https://discovery.ucl.ac.uk/id/eprint/1538984> <http://purl.org/ontology/bibo/authorList> <https://discovery.ucl.ac.uk/id/eprint/1538984#authors> . <https://discovery.ucl.ac.uk/id/eprint/1538984#authors> <http://www.w3.org/1999/02/22-rdf-syntax-ns#_1> <https://discovery.ucl.ac.uk/id/person/ext-e0adb4de4816f131419b83ebef1b67b2> . <https://discovery.ucl.ac.uk/id/eprint/1538984> 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<https://discovery.ucl.ac.uk/id/eprint/1538984> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://eprints.org/ontology/ArticleEPrint> . <https://discovery.ucl.ac.uk/id/eprint/1538984> <http://purl.org/dc/terms/isPartOf> <https://discovery.ucl.ac.uk/id/repository> . <https://discovery.ucl.ac.uk/id/eprint/1538984> <http://eprints.org/ontology/hasDocument> <https://discovery.ucl.ac.uk/id/document/339243> . <https://discovery.ucl.ac.uk/id/document/339243> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://eprints.org/ontology/Document> . <https://discovery.ucl.ac.uk/id/document/339243> <http://www.w3.org/2000/01/rdf-schema#label> "Assessing the effects of adding Timberland and Farmland into resource-based Sovereign Wealth Fund portfolios (Text)"^^<http://www.w3.org/2001/XMLSchema#string> . <https://discovery.ucl.ac.uk/id/document/339243> <http://eprints.org/ontology/hasFile> <https://discovery.ucl.ac.uk/id/eprint/1538984/1/Medda_SWFpaper.pdf> . 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