Ivy Endowments

Understanding Alpha, Risk and Performance Efficiency

It is well known that Ivy League endowments invest in risky assets in order to maximize long-term returns. Quantifying those risks, however, has historically been difficult, due to a combination of infrequent returns data and an increasing portion of endowment portfolios being allocated to private asset classes.

Our research team set out to tackle this issue and developed a new way to estimate endowment risk using quantitative techniques in innovative new ways.

In this webcast, we discuss:

• The advent of the Endowment Model and recent investment trends among the Ivys
• Endowment sources of return and alpha attribution
• Investment risk estimation and analysis of performance efficiency

Speaker:

• Apollon Fragkiskos, Director of Research, MPI

Date:

• Wed., April 18, at 10 am New York / 3 pm London

This event occurred in the past. Please let us know if you would like to receive the webcast slides or set up a presentation for your team.