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Jason Zien over at Spotsearch recently wrote a post about Yale's asset allocation strategy, which has garnered amazing results - read Jason's post for the details. In about 2001, I read a book by David F. Swensen, the Chief Investing Officer of Yale University, called Pioneering Portfolio Management. It is one of the better investment books that I've ever read, and I highly recommend it. Swensen apparently has a new (2005) book out, "Unconventional Success," which is also well recommended on Amazon.
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