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The endowment model of investing return, risk, and diversification /

A cutting-edge look at the endowment model of investing. Many larger endowments and foundations have adopted a broadly diversified asset allocation strategy with only a small amount of traditional U.S. equities and bonds. This technique, known as the "endowment model of investing," has dem...

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Bibliographic Details
Main Authors: Leibowitz, Martin L., 1936
Group Author: Bova, Anthony, 1978; Hammond, P. Brett
Published:
Literature type: Electronic eBook
Language: English
Series: Wiley finance series
Subjects:
Institutional investments
Portfolio management
BUSINESS & ECONOMICS > Personal Finance > Investing
Electronic books
Online Access: http://onlinelibrary.wiley.com/book/10.1002/9781118266533
Summary: A cutting-edge look at the endowment model of investing. Many larger endowments and foundations have adopted a broadly diversified asset allocation strategy with only a small amount of traditional U.S. equities and bonds. This technique, known as the "endowment model of investing," has demonstrated consistent long-term performance and attracted the attention of numerous institutional and individual investors. With The Endowment Model of Investing Leibowitz, Bova, and Hammond take a closer look at the endowment model with customary research sophistication and attention to detail. Thro.
Carrier Form: 1 online resource (xvii, 334 p.) : ill.
Bibliography: Includes bibliographical references and index.
ISBN: 9780470481769 (cloth)
0470481765 (cloth)
9780470608425 (ebook)
0470608420 (ebook)
9781118266533 (electronic bk.)
1118266536 (electronic bk.)
9780470608449 (electronic bk.)
0470608447 (electronic bk.)
9780470608432 (electronic bk.)
0470608439 (electronic bk.)
1282548611
9781282548619
Index Number: HG4521
CLC: F830.59
Contents: Alpha/beta building blocks of portfolio management. The modern endowment allocation model ; Structural betas and alphas -- Beta-based asset allocation. Beyond diversification : dragon risk ; Reverse asset allocation using alpha cores ; The efficient frontier with bonds as the risk-free base ; Expanding the alpha core ; Alpha-driven efficient frontiers ; The societal efficient frontier ; Equilibration ; Shortfall risks and efficient frontiers ; Convergence of risks ; Active alphas : bound, portable, and integrated ; Beta-based performance analysis ; Real return tents and equity durations -- T

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