
The Ivy Portfolio: How to Invest Like the Top Endowments and Avoid Bear Markets
by Mebane T. Faber; Eric W. RichardsonRent Book
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Summary
Table of Contents
Foreword | |
Preface | |
Acknowledgments | |
Constructing Your Ivy Portfolio | |
The Super Endowments | |
Endowments are Different | |
Size Mattersà | |
àand So Does Performance | |
Active Management Over Passive | |
Summary | |
The Yale Endowment | |
History of the Endowment | |
David Swensen's Ascent | |
Of Alphas and Betas | |
Outlining the Yale Process | |
Domestic Equity | |
Foreign Equity | |
Fixed-Income | |
Alternatives | |
Summary | |
The Harvard Endowment | |
History of the Endowment | |
The Owner's Mentality | |
Harvard's Swensen | |
More Money, More Problems | |
How Harvard Does It | |
Summary | |
Building Your Own Ivy League Portfolio | |
Do As I Do - Shadowing the Super Endowments | |
Risk-Adjusted Returns | |
àDo As I Say | |
Inflation is the Enemy | |
Creating an All-Weather Policy Portfolio through Indexing | |
Implementing Your Portfolio | |
Rebalancing Your Portfolio | |
Summary | |
Alternatives | |
Private Equity | |
What Is Private Equity? | |
Historical Returns and Benchmarking | |
How to Invest in Publically Listed Private Equity | |
Summary | |
Hedge Funds | |
A Brief Introduction to Hedge Funds | |
Fund of Funds | |
Options to Invest in Hedge Funds | |
Individual Hedge Funds | |
Fund of Funds | |
Practical Considerations | |
Summary | |
Active Management | |
Winning by Not Losing | |
Losing Hurts | |
The Quantitative System | |
Out of Sample Testing and Systematic Tactical Asset Allocation | |
Extensions | |
A Rotation System | |
Practical Considerations and Taxes | |
Discipline | |
Blood in the Streets (Pop out?) | |
The Systems vs. the Endowments | |
Why it Works | |
Summary | |
Following the Smart Money | |
Introduction to the 13F | |
Combining the Top Fund Managers to Create Your Own Fund of Funds | |
Summary | |
Develop an Action Plan | |
Implementing Your Ivy Portfolio | |
Portfolios Mentioned in The Ivy Portfolio | |
A Brief Review of Momentum and Trendfollowing | |
Additional Charts | |
Recommended Reading | |
Bibliography | |
About the Authors | |
Index | |
Table of Contents provided by Publisher. All Rights Reserved. |
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