The ivy portfolio : how to invest like the top endowments and avoid bear markets

The ivy portfolio How to invest like the top endowments and avoid bear markets

Mebane T. Faber, 1977-

Book - 2009

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Subjects
Portfolio management.
Investments.
Institutional investments.
Published
Hoboken, N.J. : Wiley [2009]
Language
English
Main Author
Mebane T. Faber, 1977- (-)
Other Authors
Eric W. Richardson, 1966- (-)
Physical Description
xii, 228 pages : illustrations ; 24 cm
Bibliography
Includes bibliographical references and index.
ISBN
9780470284896
  • Preface
  • Acknowledgments
  • Part 1. 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
  • Inflation Is the Enemy
  • Creating an All-Weather Policy Portfolio through Indexing
  • Implementing Your Portfolio
  • Rebalancing Your Portfolio
  • Summary
  • Part 2. 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 3. 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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