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    • All HBS Web  (280)
      • Faculty Publications  (63)

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      • 2021
      • Working Paper

      What Drives Variation in Investor Portfolios? Estimating the Roles of Beliefs and Risk Preferences

      By: Mark Egan, Alexander MacKay and Hanbin Yang
      We document new patterns in investment behavior using a comprehensive dataset of 401(k) plans from 2009 through 2019. We show that there is substantial heterogeneity in asset allocations across plans, which is not explained by differences in available investment...  View Details
      Keywords: Stock Market Expectations; Demand Estimation; Retirement Planning; Defined Contribution Retirement Plan; 401 (K); Finance; Investment Portfolio; Investment; Retirement; Behavioral Finance; Financial Services Industry; United States
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      Egan, Mark, Alexander MacKay, and Hanbin Yang. "What Drives Variation in Investor Portfolios? Estimating the Roles of Beliefs and Risk Preferences." Harvard Business School Working Paper, No. 22-044, December 2021. (Revised December 2022. Direct download. NBER Working Paper Series, No. 29604, December 2021)
      • October 2021
      • Background Note

      How to Write an Action-Planning Memo

      By: Ryan Raffaelli and Akshaya Varghese
      The ability to communicate an action plan through writing is essential for advancing ideas, earning credibility, and garnering support. Research has shown that leaders who write formal plans are more likely to execute successfully—written plans help members of an...  View Details
      Keywords: Writing; Action Plan; Communication; Competency and Skills; Planning
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      Raffaelli, Ryan, and Akshaya Varghese. "How to Write an Action-Planning Memo." Harvard Business School Background Note 422-033, October 2021.
      • August 2021
      • Teaching Note

      Yale University Investments Office: November 2020

      By: Josh Lerner
      Teaching Note for HBS Case No. 821-074.  View Details
      Keywords: Venture Capital; Private Equity; University Endowment; Asset Allocation; Connecticut
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      Lerner, Josh. "Yale University Investments Office: November 2020." Harvard Business School Teaching Note 822-031, August 2021.
      • July 2021
      • Article

      Augmenting Markets with Mechanisms

      By: Samuel Antill and Darrell Duffie
      We explain how the common practice of size-discovery trade detracts from overall financial market efficiency. At each of a series of size-discovery sessions, traders report their desired trades, generating allocations of the asset and cash that rely on the most recent...  View Details
      Keywords: Mechanism Design; Price Impact; Size Discovery; Allocative Efficiency; Workup; Dark Pool; Financial Markets; Market Design; Performance Efficiency
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      Antill, Samuel, and Darrell Duffie. "Augmenting Markets with Mechanisms." Review of Economic Studies 88, no. 4 (July 2021): 1665–1719.
      • March 2021
      • Case

      Yale Investments Office: November 2020

      By: Josh Lerner, Jo Tango and Alys Ferragamo
      David Swensen and the Investments Office staff must decide whether to continue to allocate the bulk of the university's endowment to illiquid investments—hedge funds, private equity, venture capital, real estate, natural resources—given the impact of the COVID-19...  View Details
      Keywords: University Endowment; Asset Allocation; Real Estate; Equities; Fixed Income; COVID-19; Asset Management; Private Equity; Venture Capital; Natural Resources; Resource Allocation; Investment; Investment Portfolio; Health Pandemics; Financial Crisis; Financial Services Industry; Real Estate Industry; Energy Industry; Connecticut
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      Lerner, Josh, Jo Tango, and Alys Ferragamo. "Yale Investments Office: November 2020." Harvard Business School Case 821-074, March 2021.
      • 2021
      • Working Paper

      The Allocation of Socially Responsible Capital

      By: Daniel Green and Benjamin N. Roth
      Portfolio allocation decisions increasingly incorporate social values. We develop a tractable framework to study how competition between investors to own socially valuable assets affects social welfare. Relative to the most common social-investing strategies, we...  View Details
      Keywords: Socially Responsible Investing; Assets; Resource Allocation; Social Issues; Decision Making; Strategy; Framework
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      Green, Daniel, and Benjamin N. Roth. "The Allocation of Socially Responsible Capital." Working Paper, July 2021. (Revise and Resubmit, Journal of Finance.)
      • July 2020
      • Case

      Mortgage Backed Securities and the Covid-19 Pandemic

      By: Emil N. Siriwardane, Luis M. Viceira and Dean Xu
      In April 2020, global financial markets were still reeling as the COVID-19 pandemic spread rapidly across the world. Global equity markets had initially fallen by 30% in response to the pandemic, and high-yield credit markets had dropped by nearly 20%. In contrast,...  View Details
      Keywords: COVID-19; Mortgage-backed Securities; Health Pandemics; Financial Markets; Assets; Resource Allocation; Financial Instruments; Decision Making
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      Siriwardane, Emil N., Luis M. Viceira, and Dean Xu. "Mortgage Backed Securities and the Covid-19 Pandemic." Harvard Business School Case 221-010, July 2020.
      • May 2020
      • Article

      Sales Leadership During and After the Crisis

      By: Frank V. Cespedes
      Because customer acquisition and retention are the lifeblood of a for-profit enterprise, sales activities establish foundational conditions for a business. In turn, sales managers’ responsibilities in a crisis extend beyond keeping the lights on. Their leadership makes...  View Details
      Keywords: Sales; Leadership; Health Pandemics; Crisis Management
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      Cespedes, Frank V. "Sales Leadership During and After the Crisis." Top Sales Magazine (May 2020), 28–29.
      • 2019
      • White Paper

      Impact-Weighted Financial Accounts: The Missing Piece for an Impact Economy

      By: George Serafeim, T. Robert Zochowski and Jennifer Downing
      Reimagining capitalism is an imperative. We need to create a more inclusive and sustainable form of capitalism that works for every person and the planet. Massive environmental damage, growing income and wealth disparity, stress, and depression within developed...  View Details
      Keywords: Impact-Weighted Accounts; IWAI; Background; Economic Systems; Economy; Corporate Social Responsibility and Impact; Measurement and Metrics; Financial Statements
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      Serafeim, George, T. Robert Zochowski, and Jennifer Downing. "Impact-Weighted Financial Accounts: The Missing Piece for an Impact Economy." White Paper, Harvard Business School, Boston, MA, September 2019.
      • June 2019
      • Case

      ClearLife: From Prospect to Platform

      By: Alexander Braun, Lauren Cohen, Mauro Elvedi and Jiahua Xu
      ClearLife’s first product was a trading and analytics platform for participants in the U.S. life settlement market, the secondary market for life insurance. ClearLife played a key role in facilitating transactions and devising a common language for expressing value and...  View Details
      Keywords: Digital Platforms; Insurance; Entrepreneurship; Expansion; Diversification; Strategy
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      Braun, Alexander, Lauren Cohen, Mauro Elvedi, and Jiahua Xu. "ClearLife: From Prospect to Platform." Harvard Business School Case 219-119, June 2019.
      • Article

      Asset Allocation in Bankruptcy

      By: S. Bernstein, E. Colonnelli and B. Iverson
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      Bernstein, S., E. Colonnelli, and B. Iverson. "Asset Allocation in Bankruptcy." Journal of Finance 74, no. 1 (February 2019): 5–53. (Lead Article.)
      • December 2018
      • Supplement

      Asset Allocation at the Cook County Pension Fund

      By: Emil Nuwan Siriwardane
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      Siriwardane, Emil Nuwan. "Asset Allocation at the Cook County Pension Fund." Harvard Business School Spreadsheet Supplement 219-729, December 2018.
      • December 2018 (Revised March 2020)
      • Teaching Note

      Asset Allocation at the Cook County Pension Fund

      By: Emil Nuwan Siriwardane
      Teaching Note for HBS No. 218-030.  View Details
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      Siriwardane, Emil Nuwan. "Asset Allocation at the Cook County Pension Fund." Harvard Business School Teaching Note 219-074, December 2018. (Revised March 2020.)
      • November 2018 (Revised December 2018)
      • Case

      CalSTRS Takes on Gun Violence

      By: Vikram S Gandhi and Caitlin Reimers
      In Spring of 2018, Chris Ailman, CIO of the $200 billion pension plan for California public school teachers (CalSTRS) was mandated by his board to “prioritize engagement with makers and retailers of firearms in California” following a series of gun-related tragedies in...  View Details
      Keywords: Pension Funds; Pension Plan; Asset Allocation; Screening; ESG; Gun Violence; Business and Government Relations; Values and Beliefs; Education Industry; California; United States
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      Gandhi, Vikram S., and Caitlin Reimers. "CalSTRS Takes on Gun Violence." Harvard Business School Case 819-079, November 2018. (Revised December 2018.)
      • Fourth Quarter 2017
      • Article

      Optimal Tilts: Combining Persistent Characteristic Portfolios

      By: Malcolm Baker, Ryan Taliaferro and Terry Burnham
      We examine the optimal weighting of four tilts in U.S. equity markets from 1968 through 2014. We define a “tilt” as a characteristic-based portfolio strategy that requires relatively low annual turnover. This is a continuum, with small size (a very persistent...  View Details
      Keywords: Risk Anomaly; Beta; Capital Asset Pricing Model; Factor Investing
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      Baker, Malcolm, Ryan Taliaferro, and Terry Burnham. "Optimal Tilts: Combining Persistent Characteristic Portfolios." Financial Analysts Journal 73, no. 4 (Fourth Quarter 2017): 75–89.
      • September 2017 (Revised September 2022)
      • Supplement

      Asset Allocation at the Cook County Pension Fund

      By: Emil Nuwan Siriwardane
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      Siriwardane, Emil Nuwan. "Asset Allocation at the Cook County Pension Fund." Harvard Business School Spreadsheet Supplement 218-704, September 2017. (Revised September 2022.)
      • September 2017 (Revised July 2021)
      • Case

      Asset Allocation at the Cook County Pension Fund

      By: Emil Siriwardane, Juliane Begenau and Yuval Gonczarowski
      Nickol Hackett, chief investment officer of the Cook County Pension Fund, is responsible for investing the fund’s $9 billion worth of assets on behalf of the employees of Cook County, Illinois. Like many other defined-benefit pensions at the time, the Cook County...  View Details
      Keywords: Asset Management; Investment Funds; Financial Strategy; Decision Choices and Conditions
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      Siriwardane, Emil, Juliane Begenau, and Yuval Gonczarowski. "Asset Allocation at the Cook County Pension Fund." Harvard Business School Case 218-030, September 2017. (Revised July 2021.)
      • August 2017 (Revised January 2020)
      • Case

      PFA Pension: Expansion of Alternatives Portfolio

      By: Victoria Ivashina, Federica Gabrieli and Jérôme Lenhardt
      PFA Pension was the biggest commercial pension provider in Denmark. At the end of 2015, the company had decided to boost its investments into the alternative asset class, an area where it was lagging behind its competitors. The aim was to privilege direct investments...  View Details
      Keywords: Asset Management; Private Equity; Investment; Denmark; Europe
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      Ivashina, Victoria, Federica Gabrieli, and Jérôme Lenhardt. "PFA Pension: Expansion of Alternatives Portfolio." Harvard Business School Case 218-025, August 2017. (Revised January 2020.)
      • November 2016 (Revised December 2016)
      • Module Note

      Strategy Execution Module 7: Designing Asset Allocation Systems

      By: Robert Simons
      This module reading provides tools and analyses for acquiring and allocating resources. The module begins by reviewing the importance of setting strategic boundaries as a basis for asset acquisitions. Next, a distinction is made between new assets acquired to meet...  View Details
      Keywords: Management Control Systems; Implementing Strategy; Execution; Asset Allocation Systems; Payback; Discounted Cash Flow; Internal Rate Of Return; Strategic Investments; Analyzing Acquisitions; Strategy; Capital Budgeting
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      Simons, Robert. "Strategy Execution Module 7: Designing Asset Allocation Systems." Harvard Business School Module Note 117-107, November 2016. (Revised December 2016.)
      • November 2016
      • Article

      Corporate Sustainability: First Evidence on Materiality

      By: Mozaffar Khan, George Serafeim and Aaron Yoon
      Using newly available materiality classifications of sustainability topics, we develop a novel dataset by hand-mapping sustainability investments classified as material for each industry into firm-specific sustainability ratings. This allows us to present new evidence...  View Details
      Keywords: Sustainability; Investments; Corporate Social Responsibility; Accounting; Corporate Reporting; Regulation; Corporate Social Responsibility and Impact; Integrated Corporate Reporting; Investment; Corporate Governance
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      Khan, Mozaffar, George Serafeim, and Aaron Yoon. "Corporate Sustainability: First Evidence on Materiality." Accounting Review 91, no. 6 (November 2016).
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