Endowment Model and Asset Allocation
Long-horizon, equity-biased, illiquidity-tolerant allocation as practised by university endowments, and the argument about whether anyone else can copy it.
9 books · 18 people behind it
Start here
- Unconventional SuccessDavid F. Swensen, 2005
- Pioneering Portfolio ManagementDavid F. Swensen, 2000
- Capital AllocatorsTed Seides, 2021
The people behind it 18
Each person holds a book in this entry or names it in their own tags.
Investors 10
David F. Swensen2 books hereCD
Charles D. Ellis1 book hereWJ
William J. Bernstein1 book herePL
Peter L. Bernsteinnamed in their tags
David M. Rubensteinnamed in their tagsJG
Jeremy Granthamnamed in their tags
Stephen A. Schwarzmannamed in their tagsLS
Larry Swedroenamed in their tagsMF
Meb Fabernamed in their tagsRF
Rick Ferrinamed in their tagsFounders 2
Executives 2
Academics 2
Journalists 2
Books 9
Charles D. Ellis · 1998 · Investment-committee governance from a former chair of Yale's.
David F. Swensen · 2000 · The Yale model set out by the man who built it.
David F. Swensen · 2005 · Swensen telling individuals not to try what Yale does.
William J. Bernstein · 2000 · Mean-variance allocation explained without the mathematics getting away.
Roger C. Gibson · 1990 · The practitioner standard on balancing portfolios for real clients.
Lawrence E. Kochard, Cathleen M. Rittereiser · 2008 · Interviews with endowment chief investment officers other than Swensen.
Mebane T. Faber, Eric W. Richardson · 2009 · Attempts to replicate endowment exposures with liquid instruments.
Ted Seides · 2021 · How institutional allocators actually select, size and monitor managers.
Tony Robbins · 2014 · Interviews with large allocators packaged as retail portfolio advice