The endowment model of investing : return, risk, and diversification

 Content: Alpha/beta building blocks of portfolio management. The modern endowment allocation model ; Structural betas and alphas --
 Beta-based asset allocation. Beyond diversification : dragon risk ; Reverse asset allocation using alpha cores ; The efficient frontier with bonds as the risk-free base ; Expanding the alpha core ; Alpha-driven efficient frontiers ; The societal efficient frontier ; Equilibration ; Shortfall risks and efficient frontiers ; Convergence of risks ; Active alphas : bound, portable, and integrated ; Beta-based performance analysis ; Real return tents and equity durations --
 Theoretical and empirical stress betas. Stress betas and correlation tightening ; Stress risks within asset and surplus frameworks ; Stress beta pathways ; The endowment model : theory and experience ; Diversification performance : under stress (2008) and over the long term (1993-2007) --
 Asset allocation and return thresholds. Asset allocation and return thresholds in a beta world ; Key takeaways.