Tørres G. Trovik
Researcher 
Norges Bank
Bankplassen 2
P.O.Box 1179 Sentrum
0107 Oslo
Norway
Phone: +47 - 22 31 62 15
Fax: +47 - 22 31 60 21
E-mail: torres.trovik@norges-bank.no
Bio
Trovik is a Special Advisor in Norges Bank's Research Department. He obtained his PhD at the Norwegian School of Economics and Business Administration in 2001. He joined Norges Bank in 1998 as a Senior Portfolio Manager in Norges Bank Investment Management (NBIM), and moved in 2002 to work with strategic asset allocation for the Government Pension Fund - Global as a Special Advisor in the Governor's Staff - Investment Strategy. He has participated in several technical assistance missions for the IMF on sovereign wealth funds. He has been a member of the Investment Advisory Board for the Petroleum Fund on East Timor since 2005. Trovik joined the research department in 2007.
Research interests
Trovik's main research interests lie in asset management, asset pricing, macro/finance and fixed income markets in particular (interest rates). Current research focus on application of dynamic factor models, in particular to study links between asset prices and the real economy. Previous work include construction of optimal derivatives, hedging of uncertain exposures, efficient stop-loss strategies, and asset liability modelling for sovereign wealth funds.