This article provides a primer and guide to establishing a sustainable Sovereign Wealth Fund (SWF) for countries about to embark on establishing or creating their sovereign funds for the first time, in terms of the foundational best practice infrastructure, governance and sustainability...

In this paper we study the zero frequency spectral properties of fractionally cointegrated long memory processes and introduce a new frequency domain principal components estimator of the cointegration space and the factor loading matrix for the long memory factors. We find that for fractionally...