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Too Many Cooks, Not Enough Risk Management: Gilt Market Dysfunction and Liability-Driven Investment (LDI)
In this blog post, former Golub Senior Fellow Laura Kodres diagnoses what went wrong in the UK gilt market last autumn and suggests reforms going forward. To access the full study [...]
Robert Merton (School of Management Distinguished Professor of Finance at MIT Sloan School of Management, 1997 Nobel Prize in Economics and GCFP co-director) has long advocated for better ways to save for retirement. His concept of Retirement Security Bonds (RSB’s) would allow [...]
Sovereign Development Funds’ (SDFs) dual mandate of pursuing financial or commercial objectives alongside long-term strategic and developments goals presents several challenges. First, SDFs must identify why [...]
Optimal multi-horizon portfolios with forward-looking expectations and loss aversion: an application to sovereign wealth funds
by Khalid Alsweilem, Mark Kritzman, and Malan Rietveld | Sovereign Wealth Funds