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Risk Premiums

In: Investment Beliefs

Author

Listed:
  • Kees Koedijk

    (Tilburg University)

  • Alfred Slager

    (Tilburg University
    Stork Pension Fund)

Abstract

“Be like Yale!” Following up on the remarkably strong investment performance of Yale Endowment over the past 20 years, this slogan has become well-known among institutional investors worldwide. While few will publicly acknowledge that they are mimicking Yale Endowment Fund, asset allocation speaks louder than a thousand words. And why not be like Yale? After all, the Yale Endowment grew from $5.8 billion to $22.5 billion in the period from 1998 until June 2007, achieving annual net investment returns of 17.8%.1 However, as Yale Endowment lost an estimated amount of 25%2 of its value over 2008 and more and more investors are trying to invest like Yale does, the question arises as to whether the Yale model has just been a passing phase.

Suggested Citation

  • Kees Koedijk & Alfred Slager, 2011. "Risk Premiums," Palgrave Macmillan Books, in: Investment Beliefs, chapter 6, pages 59-65, Palgrave Macmillan.
    • Handle: RePEc:pal:palchp:978-0-230-30757-5_6
    DOI: 10.1057/9780230307575_6
    as

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