向ivy fund学习portfolio management

向哈佛,耶鲁基金会学习portfolio management读书mindmap。

The Ivy Portfolio shows step-by-step how to track and mimic the investment strategies of the highly successful Harvard and Yale endowments. Using the endowment Policy Portfolios as a guide, the authors illustrate how an investor can develop a strategic asset allocation using an ETF-based investment approach.

The Ivy Portfolio also reveals a novel method for investors to reduce their risk through a tactical asset allocation strategy to protect them from bear markets. The book will also showcase a method to follow the smart money and piggyback the top hedge funds and their stock-picking abilities. With readable, straightforward advice, The Ivy Portfolio will show investors exactly how this can be accomplished—and allow them to achieve an unparalleled level of investment success in the process.

portfolio-management

 

下一步计划:

  1. 按照ivy portfolio策略,选择ETF。
  2. 根据Markovitz modern theory确立各ETF 权重。
  3. 建立回测模型。