Markov Processes International

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:



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