Note: Supplemental materials are not guaranteed with Rental or Used book purchases.
Purchase Benefits
What is included with this book?
Preface | p. ix |
Acknowledgments | p. xi |
Constructing Your Ivy Portfolio | p. 1 |
The Super Endowments | p. 3 |
Endowments Are Different | p. 4 |
Size Matters … | p. 8 |
…and So Does Performance | p. 11 |
Active Management over Passive | p. 14 |
Summary | p. 16 |
The Yale Endowment | p. 17 |
History of the Endowment | p. 18 |
David Swensen's Ascent | p. 22 |
Of Alphas and Betas | p. 30 |
Outlining the Yale Process | p. 33 |
Domestic Equity | p. 34 |
Foreign Equity | p. 35 |
Fixed-Income | p. 37 |
Real Assets | p. 37 |
Private Equity | p. 38 |
Summary | p. 39 |
The Harvard Endowment | p. 41 |
History of the Endowment | p. 42 |
The Owner's Mentality | p. 43 |
Harvard's Swensen | p. 45 |
More Money, More Problems | p. 48 |
How Harvard Does It | p. 50 |
Summary | p. 53 |
Building Your Own Ivy League Portfolio | p. 55 |
Do as I Do-Shadowing the Super Endowments | p. 56 |
Risk-Adjusted Returns | p. 64 |
Do as I Say | p. 66 |
Inflation Is the Enemy | p. 68 |
Creating an All-Weather Policy Portfolio through Indexing | p. 71 |
Implementing Your Portfolio | p. 74 |
Rebalancing Your Portfolio | p. 77 |
Summary | p. 78 |
Alternatives | p. 81 |
Private Equity | p. 83 |
What Is Private Equity? | p. 84 |
Historical Returns and Benchmarking | p. 85 |
How to Invest in Publicly Listed Private Equity | p. 91 |
Summary | p. 96 |
Hedge Funds | p. 97 |
A Brief Introduction to Hedge Funds | p. 98 |
Fund of Funds | p. 101 |
Options to Invest in Hedge Funds | p. 113 |
Individual Hedge Funds | p. 123 |
Fund of Funds | p. 125 |
Practical Considerations | p. 131 |
Summary | p. 132 |
Active Management | p. 133 |
Winning by Not Losing | p. 135 |
Losing Hurts | p. 136 |
The Quantitative System | p. 141 |
Out-of-Sample Testing and Systematic Tactical Asset Allocation | p. 151 |
Extensions | p. 158 |
A Rotation System | p. 159 |
Practical Considerations and Taxes | p. 160 |
Discipline | p. 162 |
The Systems versus the Endowments | p. 165 |
Why It Works | p. 166 |
Summary | p. 169 |
Following the Smart Money | p. 171 |
Introduction to the 13F | p. 172 |
Combining the Top Fund Managers to Create Your Own Fund of Funds | p. 182 |
Summary | p. 185 |
Develop an Action Plan | p. 187 |
Implementing Your Ivy Portfolio | p. 188 |
Portfolios Discussed in The Ivy Portfolio | p. 191 |
A Brief Review of Momentum and Trend Following | p. 195 |
Additional Charts | p. 199 |
Recommended Reading | p. 207 |
Bibliography | p. 211 |
About the Authors | p. 218 |
Index | p. 219 |
Table of Contents provided by Ingram. All Rights Reserved. |
The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any access cards, study guides, lab manuals, CDs, etc.
The Used, Rental and eBook copies of this book are not guaranteed to include any supplemental materials. Typically, only the book itself is included. This is true even if the title states it includes any access cards, study guides, lab manuals, CDs, etc.