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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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken, N.J. :
John Wiley & Sons,
Ã2010.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Leibowitz, Martin L., |d 1936- | |
| 245 | 1 | 4 | |a The endowment model of investing : |b return, risk, and diversification / |c Martin L. Leibowitz, Anthony Bova, P. Brett Hammond. |
| 260 | |a Hoboken, N.J. : |b John Wiley & Sons, |c Ã2010. | ||
| 300 | |a 1 online resource (xvii, 334 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
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| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a 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 -- Theoretical and empirical stress betas. Stress betas and correlation tightening ; Stress risks within asset and surplus frameworks ; Stress beta pathways ; The endowment model : theory and experience ; Diversification performance : under stress (2008) and over the long term (1993-2007) -- Asset allocation and return thresholds. Asset allocation and return thresholds in a beta world ; Key takeaways. | |
| 588 | 0 | |a Print version record. | |
| 520 | |a 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 | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Institutional investments. | |
| 650 | 0 | |a Portfolio management. | |
| 650 | 6 | |a Investissements institutionnels. | |
| 650 | 6 | |a Gestion de portefeuille. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Personal Finance |x Investing. |2 bisacsh | |
| 650 | 7 | |a Institutional investments |2 fast | |
| 650 | 7 | |a Portfolio management |2 fast | |
| 700 | 1 | |a Bova, Anthony, |d 1978- | |
| 700 | 1 | |a Hammond, P. Brett. | |
| 776 | 0 | 8 | |i Print version: |z 9780470481769 |w (DLC) 2009041471 |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=495956 |z Texto completo |
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