The Professor Selects a Portfolio of Chinese Stocks

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Supplementary software

Reference no. 7B01E010

Subject category: Knowledge, Information and Communication Systems Management

Authors: Peter C Bell (Ivey Business School, Western University); You Qin (Ivey Publishing, Western University)

Published by: Ivey Publishing

Published in: 2001

Format: .zip

Data source: Published sources

Topics: Investment analysis; Risk analysis; Planning; Simulation

Share a link: https://casecent.re/p/14752

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Abstract

This software is to accompany the case. A professor decides to build an equity portfolio made up of shares from five Chinese companies, and needs to decide what fraction of the portfolio should be devoted to each of the five issues. In this exercise, the difficulty in using optimization for portfolio selection and coping with the covariance between the potential assets is examined. Simulation can be used to avoid the need for statistical estimation in measuring portfolio risk.

Location:

Global

Other setting(s):

2000