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
📄
Academic source: Master Thesis
Development of optimal asset allocation in times of expansionary monetary and fiscal policy
Daniel Huber, M.A. — Mainz University of Applied Sciences, 2020 | Supervised by Prof. Dr. Arno Peppmeier
13,174 words · 92 figures · 39 tables · Markowitz efficiency line analysis
Download full thesis (PDF, 6 MB) →
Daniel Huber, M.A. — Mainz University of Applied Sciences, 2020 | Supervised by Prof. Dr. Arno Peppmeier
13,174 words · 92 figures · 39 tables · Markowitz efficiency line analysis