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More money than Thor

Changes to Norway s gigantic sovereign-wealth fund will be felt around the

world

NORWEGIANS are different from you and me: they have more money. Norway s

general election on September 9th sounded many of the familia themes of

elections everywhere. Erna Solberg, a Conservative, beat Jens Stoltenberg, the

Labour prime minister, partly by offering a new face and lower taxes. But as Ms

Solberg begins to run the country she will be confronted by a very different

problem from most of her fellow world leaders: not how to make ends meet but

how to manage abundance.

One aspect of this is an overheating economy. Disposable income grew at an

average rate of 3.8% a year in 2008-12 compared with an OECD average of 0.8%.

House prices rose by almost 6% last year. Workers are twice as expensive as the

average in the neighbouring European Union. Ms Solberg must find a cure for

Dutch disease : Norway s booming oil economy is cornering the market in skilled

workers and rendering its non-oil economy uncompetitive. And then there is the

small matter of overseeing the country s ever-growing sovereign-wealth fund.

The Government Pension Fund Global, as it is officially known, or the Oil Fund,

as everyone calls it, is probably the world s biggest sovereign-wealth fund. It

is currently worth about $760 billion and is expected to grow to more than $1.1

trillion by 2020. The fund owns an average of 2.5% of every European listed

company. It is a big shareholder in a raft of blue-chip companies, such as

Royal Dutch Shell, HSBC and Apple, and has a 9% stake in BlackRock, the world s

biggest fund manager.

The fund is not weighed down by any particular liabilities, such as paying

pensions (its name is misleading). This gives it lots of freedom to manoeuvre.

Its governance is designed to be transparent and virtuous. Although overseen by

Norway s Finance Ministry, it is run day-to-day by the country s central bank.

An ethical-investment committee ensures it shuns firms regarded as inherently

sinful (such as those making tobacco or weapons or employing child labour). It

challenges the norm in the opaque world of sovereign-wealth funds by publishing

its results in full.

The fund s move in August to appoint a board to advise it on corporate

governance was a sign that it plans to take a more active role in managing its

portfolio of companies particularly those in which it owns more than $1

billion-worth of shares or a stake of over 5%. This will mean playing a bigger

part in the appointment of directors; the fund s boss, Yngve Slyngstad,

recently joined the nominating committee of Volvo Group, for example. It will

also push companies to improve their corporate governance and enforce high

ethical standards. The fund is particularly exercised about corporate tax

avoidance. It was so impressed by the case made for long-term investing in a

recent British-government inquiry headed by John Kay that it has appointed Mr

Kay to sit on its corporate-governance committee.

This marks a big shift from the fund s traditional passive investing focused on

tracking global indices. But there will probably be more changes to come. The

recent election campaign saw politicians ask some pointed questions about an

institution that until recently was treated as above politics. Is the fund too

big? Ms Soldberg suggested that she would consider splitting it up. We are a

party that believes in competition. If you have different bodies running it,

you will have a little bit more competition to see who gets the best results.

Is it ignoring the immediate needs of Norwegians? The Progress Party, a

populist party that could play an important part in the coalition that is now

being cobbled together, complained that the fund is investing money abroad

while Norway s roads are crumbling. Is it ethical enough? Some NGOs want the

fund to stimulate growth in the developing world or speed up the shift to a

post-carbon future.

The case for these changes is far from compelling. When Sweden split up its

pension fund the increase in management costs outweighed any improvement in

efficiency. The last thing an overheating economy needs is for government to

boost spending on roads and bridges. The fund s basic obligation is to share

Norway s wealth across the generations rather than to solve the world s

problems.

Taking a hammering

It is harder to dismiss a recent coruscating paper on the fund by Sony Kapoor

of Re-Define, a think-tank. Mr Kapoor s central charge is that the fund s

average rate of return of below 3.2% a year is unimpressive. It is

significantly less than the fund s own expected rate of return of 4% a year. It

is also lower than comparable sovereign-wealth funds such as Singapore s

Temasek.

Mr Kapoor says the fund has been too conservative. It invests over 90% of its

portfolio in slow-growing mature economies rather than emerging markets. It

focuses on public companies rather than alternative investments such as private

equity or infrastructure projects. That means it fails to exploit its biggest

advantage the fact that it can invest for the long term. The fund also fails to

diversify risk properly: three of its ten largest holdings are in oil companies

and 10-15% of its overall portfolio is heavily exposed to the carbon economy.

Mr Kapoor argues that the fund could please everyone ordinary Norwegians who

want better returns and NGOs that want more responsible capitalism if it was

only a bit bolder.

That win-win argument may be a bit too good to be true. Yet, tellingly, the

fund has started to become more adventurous thanks in part to critical voices

such as his. It is shifting more money into emerging markets as well as

becoming a more active investor. This may already be paying off: the fund

boasted its second-best year ever in 2012. Even before any reforms by the new

government, these changes are likely to have consequences for a remarkable

number of the world s businesses.