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Compact case
Authors: Peter C Bell; You Qin
Published by: Ivey Publishing
Originally published in: 2001
Version: 2001-08-17
Length: 4 pages
Data source: Published sources

Abstract

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. Excel files are available, products ''7B01E010A'' and ''7B01E010B''.
Location:
Other setting(s):
2000

About

Abstract

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. Excel files are available, products ''7B01E010A'' and ''7B01E010B''.

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Location:
Other setting(s):
2000

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