Stardepots in comparison: What Buffett, Swensen and Faber really have in common
Which guru to follow? Huber compares 12 star portfolios and shows: Swensen wins. Why is true diversification more important than individual holdings?
12 investment legends analyzed
In his thesis, Huber compares 12 “star portfolios” – the portfolios of great investment legends (table 16/17).
The 12 star depots in the Sharpe ratio comparison
Higher = better risk-adjusted return ratio
The winning allocation
David Swensen (Yale Endowment) beats everyone else. His secret: extreme diversification across assets.
Swensen Portfolio: Yale Endowment Allocation
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Akademische Quelle: Master Thesis
Entwicklung einer optimalen Asset Allocation in Zeiten expansiver Geld- und Fiskalpolitik
Daniel Huber, M.A. — Hochschule Mainz, 2020 | Betreut von Prof. Dr. Arno Peppmeier
13.174 Wörter · 92 Abbildungen · 39 Tabellen · Markowitz-Effizienzlinienanalyse
Vollständige Thesis herunterladen (PDF, 6 MB) →
Daniel Huber, M.A. — Hochschule Mainz, 2020 | Betreut von Prof. Dr. Arno Peppmeier
13.174 Wörter · 92 Abbildungen · 39 Tabellen · Markowitz-Effizienzlinienanalyse