Abstract
Practical Applications Summary The larger Ivy League university endowments, particularly Yale’s (under CIO David Swensen), are often held up as paragons of investment achievement. In Can Simple Asset Allocation Strategies Outperform Ivy League Endowments?, published in the Fall 2017 issue of The Journal of Wealth Management, Douglas Roberts examines how overall and risk-adjusted returns of Ivy League endowments measure up against a selection straightforward portfolios based on public market instruments. Using various measures of success, some of these “simple asset allocation strategies” outperform much of the endowment universe during the period 1999–2015, particularly in the period 2006-2015.
Published Version
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