Grantham, Mayo, Van Otterloo & Co.–2001 Harvard Case Solution & Analysis

Grantham, Mayo, Van Otterloo & Co.--2001 Case Solution

The GMO’s asset manager performed poorly in themarketplace during the 1996-2000 stock market bubble due to the focus on absolute danger. Performance shines when the bubble collapses after enduring major customer withdrawals. This case reviews the quantitative investment procedure developed by the company to manage assets and the doctrine behind the company and the models.

So much business was lost that functionality has recuperated, the associates consider. Should they check additional wagers to keep more company, or does the fiduciary duty to the customer automatically entail the danger that some customers will leave?

This is just an excerpt. This case is about  FINANCE & ACCOUNTING

PUBLICATION DATE: January 04, 2002 PRODUCT #: 202049-HCB-ENG

Related Case Solutions & Analyses:

Heartland Payment Systmems Inc. Bristol-Myers Squibb Company – Managing Shareholders Expectations Towards an Accountable Capitalism Cognizant Technology Solutions Ultratech Corp. (B) Hootsuite: Monetizing The Social Media Dashboard Ohio Lottery: Innovative Research Drives Winning Generating Higher Value at IBM (A) Corporate Governance: The Jack Wright Series #1-Jack Wright, Director Exchange Rate Policy at the Monetary Authority of Singapore, Chinese Version