Endowment Asset Allocations: Insights and Strategies (Journal of Asset Management)
Using monthly data from 1997 to 2023, we construct mean-variance optimized portfolios of common university…
Using monthly data from 1997 to 2023, we construct mean-variance optimized portfolios of common university…
This note seeks to highlight the most common mistakes made in this context, also aiming to guide investors towards…
Should investors expect a recession in 2024?
In this first episode of FTSE Russell Convenes, Season 4, FTSE Russell welcomes Michael Brandt, Professor of…