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.