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
Liquidity Risk (Mis)Management: The Failure of Silicon Valley Bank and the Liability-Driven Investment Episode in UK Gilt Markets
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Former Golub Senior Fellow, Laura Kodres, discusses the similarities between what happened with British pension funds in autumn 2022 and SVB.
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