1. The Modern Endowment Allocation Model

  1. Martin L. Leibowitz,
  2. Anthony Bova and
  3. P. Brett Hammond

Published Online: 29 NOV 2011

DOI: 10.1002/9781118266533.ch1

The Endowment Model of Investing: Return, Risk, and Diversification

The Endowment Model of Investing: Return, Risk, and Diversification

How to Cite

Leibowitz, M. L., Bova, A. and Hammond, P. B. (2010) The Modern Endowment Allocation Model, in The Endowment Model of Investing: Return, Risk, and Diversification, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118266533.ch1

Publication History

  1. Published Online: 29 NOV 2011
  2. Published Print: 22 MAR 2010

ISBN Information

Print ISBN: 9780470481769

Online ISBN: 9781118266533

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Keywords:

  • institutional investors;
  • U.S. equities;
  • National Endowment Surveys;
  • strategic policy portfolios;
  • allocation bands

Summary

This chapter contains sections titled:

  • Truly Long-Term Orientation

  • Novel Asset Classes and Special Access

  • Remaking the Investment Manager Relationship

  • More Market-Sensitive Allocations

  • Asset Allocation

  • Beta-Based Risk and Return: The Sigma and Beta Lines

  • Notes