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Sovereign Wealth Funds : Defining Liabilities

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  • Andrew Rozanov

Abstract

[eng] Defining a liability profile is arguably the most important step in designing and running any fund. However, sovereign wealth funds (SWFs) often differ from other institutional investors in the evolution of their liabilities. This paper explores the nature of different SWF liability profiles and attempts to provide an analytical framework for thinking about the impact of such liabilities on the asset side of the SWF balance sheer : risk-return profiles, investment horizons, asset allocation preferences and other aspects of the funds' investment behavior. . JEL Classification : F30, G29

Suggested Citation

  • Andrew Rozanov, 2009. "Sovereign Wealth Funds : Defining Liabilities," Revue d'Économie Financière, Programme National Persée, vol. 9(1), pages 283-290.
    • Handle: RePEc:prs:recofi:ecofi_1767-4603_2009_hos_9_1_5514
    DOI: 10.3406/ecofi.2009.5514
    Note: DOI:10.3406/ecofi.2009.5514
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    File URL: https://doi.org/10.3406/ecofi.2009.5514
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    Cited by:

    1. Cai, Mingchao & Chen, Zhihong, 2019. "Does country background risk matter to the strategic asset allocation of sovereign wealth funds?," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).

    More about this item

    JEL classification:

    • F30 - International Economics - - International Finance - - - General
    • G29 - Financial Economics - - Financial Institutions and Services - - - Other

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