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The interaction of spending policies, asset allocation strategies, and investment performance at university endowment funds

Brown, Keith C.; Tiu, Cristian - 2013

Persistent link: https://www.econbiz.de/10010200138

Asset allocation and portfolio performance: Evidence from university endowment funds

Brown, Keith C.; Garlappi, Lorenzo; Tiu, Cristian - In: Journal of Financial Markets 13 (2010) 2, pp. 268-294

We use university endowment funds to study the relationship between asset allocation decisions and performance in multiple asset class portfolios. Although endowments differ substantially in asset class composition, policy portfolio returns and volatilities are remarkably similar across the...

Persistent link: https://www.econbiz.de/10008494739

The Interaction of Spending Policies, Asset Allocation Strategies, and Investment Performance at University Endowment Funds

Brown, Keith C.; Tiu, Cristian Ioan - In: How the Financial Crisis and Great Recession Affected …

Persistent link: https://www.econbiz.de/10010822106

Portfolio selection with parameter and model uncertainty : a multi-prior approach

Garlappi, Lorenzo; Uppal, Raman; Wang, Tan - 2005

Persistent link: https://www.econbiz.de/10003023172

How inefficient is the 1/N asset-allocation strategy?

DeMiguel, Victor; Garlappi, Lorenzo; Uppal, Raman - 2005

Persistent link: https://www.econbiz.de/10003025635

Incomplete information, debt issuance, and the term structure of credit spreads

Benzoni, Luca; Garlappi, Lorenzo; Goldstein, Robert S. - In: Management science : journal of the Institute for … 69 (2023) 7, pp. 4331-4352

Persistent link: https://www.econbiz.de/10014338358

Keynes meets Markowitz : the trade-off between familiarity and diversification

Boyle, Phelim P.; Garlappi, Lorenzo; Uppal, Raman; Wang, Tan - 2010

Persistent link: https://www.econbiz.de/10003948898

Portfolio selection with parameter and model uncertainty : a multi-prior approach

Garlappi, Lorenzo; Uppal, Raman; Wang, Tan - 2005

Persistent link: https://www.econbiz.de/10002863194

Heterogeneous innovation, firm creation and destruction, and asset prices

Bena, Jan; Garlappi, Lorenzo; Grüning, Patrick - In: Review of asset pricing studies 6 (2016) 1, pp. 46-87

Persistent link: https://www.econbiz.de/10011526435

Can investment shocks explain the cross section of equity returns?

Garlappi, Lorenzo; Song, Zhongzhi - In: Management science : journal of the Institute for … 63 (2017) 11, pp. 3829-3848

Persistent link: https://www.econbiz.de/10011772781

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