Papers and Publications
More information on papers and publications from Golub Center affiliates.
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More information about the Golub Center's research initiatives.
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More information about past and present research projects housed at the Golub Center.
Featured Papers and Research
Too Many Cooks, Not Enough Risk Management: Gilt Market Dysfunction and Liability-Driven Investment (LDI)
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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 [...]
Improved Retirement Savings
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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 [...]
Economic Fitness As a Tool for Sovereign Development Funds
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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
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by Khalid Alsweilem, Mark Kritzman, and Malan Rietveld | Sovereign Wealth Funds