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Errata

Somewhere in the internet ether between my computer and my publisher a few errors made it into the book.  The corrections are listed below with my utmost apologies.  All of the figures are correct in my updated paper “A Quant Approach to Tactical Asset Allocation“.

p. 152/154 Figure 7.13 – The timing return is incorrect in the chart.  The correct number is in Table 7.4

p. 168 Table 7.11 The % of time above/below moving averages is incorrect.  The correct version is below:

p. 152 Table 7.4 – The 10 Year Bond returns are slightly off.  The correct numbers are below. (Note: This will also affect the portfolio return, but only by a few basis points.)

p. 90 – “Boson” Consulting Group should be “Boston”

p. 90 – “Boson” Consulting Group should be “Boston” –>

p. 113 Table 6.5 – The three rows under event driven should be indented (they are a part of the event driven space). Or they should be deleted.

p.162 – Figure 7.17 – Length is misspelled “lenght” in chart title.

p. 177 – “EMT” should be “EMH”

p. 191, 2nd paragraph, looks like it should be “both with and without alternatives”

p. 192 – Tables 9.4 and 9.5 “BVD” should be “BND”

p. 206 – Figure B.14 – The description in the graph is incorrect. It should reflect the correct equity curve of the 10-month SMA long/short. It should also source Ned Davis Research.

p. 6 – Table 1.2, p. 12 – Table 1.4, p. 58 – Table 4.2, p. 60 Figure 4.2, p. 77, Table 1.45, p. 166 – Table 7.10 all should read in the title:

Should state in Table title, “Fiscal Year Ending June 30th