In the context of determining an optimum portfolio to urge to two hypothetical investors, this strucutuerd investigation leads students through a series of steps examining yield data for three stocks. The evaluation first investigates the effects of portfolio formation on volatility and returns.
With the addition of a a bond portfolio and a market index, students easily understand how portfolios from from these to investment vehicles may be optimal. Stock betas are then explored by the analysis as the statistical properties of those betas and a measure of risk. At the ending, students will have a practical perceptive of the capital asset pricing model.
Portfolio Selection and the Capital Asset Pricing Model Case Study Solution
PUBLICATION DATE: September 18, 2009 PRODUCT #: UV2565-PDF-ENG
This is just an excerpt. This case is about FINANCE & ACCOUNTING
Related Case Solutions & Analyses:
Sephora Direct: Investing in Social Media Video and Mobile
Coca-Cola in 2011: In Search of a New Model
Deloitte Recommends Client Selection to Regency Bank
Carrefour China Building a Greener Store
Deutsche Allgemeinversicherung
The Whiz Kids
Wealth Management Crisis at UBS (A)
Reforming Social Security Around the World
International Rivers Network and the Bujagali Dam Project (A), Spanish Version
Meinhard vs. Salmon (Abridged), Chinese Version
