The Ivy Portfolio: How to Invest Like the Top Endowments and Avoid Bear MarketsISBN: 978-1-118-00885-0
Paperback
240 pages
April 2011
 This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
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Acknowledgments.
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.
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.
Infl ation 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.
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