This work aims to establish a link between military strategy and asset management. This relationship is conceptual, using the principles of Bewegungskrieg: offensive, mobility, speed, surprise and exploration. The work is presented in this way: military thinking and business world, military...

The application of quantitative and fundamental research in stock selection of fund management has mostly been used in separation. The goal of this thesis is to develop an investment strategy that uses both approaches simultaneously (a quantamental strategy) and show better results than either...

We present an analytical framework for active strategic risk management for sovereign wealth funds (SWFs). This paper extends our previous work on foreign exchange reserves management that integrates risk-return objectives with macroeconomic, macro-prudential and sovereign debt management...

Recent tectonic, global, economic and political shifts have spurred the emergence of new organizational forms such as sovereign wealth funds (SWFs), state-owned investment organizations without pension liabilities, arising primarily in emerging and frontier markets. Although scholars have begun...