The Ivy Portfolio by Faber, Mebane T. -- Read -- Imperial Library of Trantor

Index

Title Page Copyright Page Dedication Preface Acknowledgements Part One - CONSTRUCTING YOUR IVY PORTFOLIO

Chapter 1 - The Super Endowments

Endowments Are Different Size Matters . . . ... and So Does Performance Active Management over Passive Summary

Chapter 2 - 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 Real Assets Private Equity Absolute Return Summary

Chapter 3 - The Harvard Endowment

History of the Endowment The Owner’s Mentality Harvard’s Swensen More Money, More Problems How Harvard Does It Summary

Chapter 4 - Building Your Own Ivy League Portfolio

Do as I Do—Shadowing the Super Endowments Risk-Adjusted Returns Do as I Say Inflation Is the Enemy Creating an All-Weather Policy Portfolio through Indexing Implementing Your Portfolio Rebalancing Your Portfolio Summary

Part Two - ALTERNATIVES

Chapter 5 - Private Equity

What Is Private Equity? Historical Returns and Benchmarking How to Invest in Publicly Listed Private Equity Summary

Chapter 6 - 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

Part Three - ACTIVE MANAGEMENT

Chapter 7 - 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 The Systems versus the Endowments Why It Works Summary

Chapter 8 - Following the Smart Money

Introduction to the 13F Combining the Top Fund Managers to Create Your Own Fund of Funds Summary

Chapter 9 - Develop an Action Plan

Implementing Your Ivy Portfolio Portfolios Discussed in The Ivy Portfolio

Appendix A - A Brief Review of Momentum and Trend Following Appendix B - Additional Charts Appendix C - Recommended Reading Bibliography About the Authors Index