Investment Management Strategy: Yale University Endowment Model 2005-2016

29 Pages Posted: 9 Jan 2017

See all articles by Mustapha Akintona

Mustapha Akintona

California State Polytechnic University, Pomona; Claremont Colleges - School of Politics and Economics; University of California, San Diego (UCSD); El Camino College - Compton College; National Universities Commission

Date Written: January 6, 2017

Abstract

Investment management strategy of endowment funds concern about investment decisions in determine the asset pricing and the risk-reward trade-off between expected returns and risk relative to benchmark returns in capital markets, which is process through the portfolio management and choices that subjected to mean-variance analysis, portfolio optimization, asset allocation analysis, alpha and beta ratio, Sharpe Ratio and Treynor Ratio on the endowment marginal utilities. Yale Endowment Model utilizes the diversified asset allocation and investment policies for investing in the active management equities and alternative assets to position endowment funds for the strong long-term returns.

Keywords: Yale Endowment, Endowment Fund, Endowment Management

Suggested Citation

Akintona, Mustapha, Investment Management Strategy: Yale University Endowment Model 2005-2016 (January 6, 2017). Available at SSRN: https://ssrn.com/abstract=2895114 or http://dx.doi.org/10.2139/ssrn.2895114

Mustapha Akintona (Contact Author)

California State Polytechnic University, Pomona ( email )

CA
United States

Claremont Colleges - School of Politics and Economics ( email )

Claremont, CA 91711
United States

University of California, San Diego (UCSD) ( email )

El Camino College - Compton College ( email )

1111. E. Artesia Boulevard
Compton, CA 90221
United States

National Universities Commission ( email )

26 Aguiyi Ironsi Street
PMB 237, Garki GPO
Maitama
Nigeria

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