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Asset allocation and portfolio performance: Evidence from university endowment funds · Study

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ArticleAsset allocation and portfolio performance: Evidence from university endowment funds

Keith C. Brown2010

Article2010

Asset allocation and portfolio performance: Evidence from university endowment funds

Keith C. Brown · Lorenzo Garlappi · Cristian Ioan Tiu

108 citations·0/0 files stored·Journal of Financial Markets

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Risk and Portfolio Optimization

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 108 citations exist upstream.

References

1993Common risk factors in the returns on stocks and bonds 1997On Persistence in Mutual Fund Performance 1973Risk, Return, and Equilibrium: Empirical Tests 1952Portfolio Selection 1997Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks 2009How Active Is Your Fund Manager? A New Measure That Predicts Performance 2005On the Industry Concentration of Actively Managed Equity Mutual Funds 1986Determinants of Portfolio Performance

Cited by

2014Intermediated investment management in private markets: Evidence from pension fund investments in real estate 2010Background Risk and University Endowment Funds 2011Can Large Pension Funds Beat the Market? Asset Allocation, Market Timing, Security Selection and the Limits of Liquidity 2019Doing well while doing good: The case of Islamic and sustainability equity investing 2013Do (Some) University Endowments Earn Alpha?2015Why Are University Endowments Large and Risky?2015Keynes the Stock Market Investor: A Quantitative Analysis 2020Seventy-Five Years of Investing for Future Generations

Details

Year2010

Typearticle

Published2010-01-08

VenueJournal of Financial Markets

ISSN-L1386-4181

Languageen

Citations108

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.finmar.2009.12.001

openalex_workW1964631977

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