Subject category:
Finance, Accounting and Control
Published by:
Darden Business Publishing
Length: 10 pages
Abstract
The investment-strategy decisions of a Darden Capital Management student-portfolio management team in 2004 are examined. Case materials allow students to estimate CAPM-based expected returns using market data. The case focuses on introducing the portfolio-allocation decision; exploring the relevance of various investment-risk metrics; developing the intuition of diversification, market risk, and the capital-asset-pricing model; building judgment on how to appropriately estimate the CAPM parameters using available market data; and discussing the fundamental concepts of market efficiency.
Subject category:
Finance, Accounting and Control
Published by:
Darden Business Publishing
Revision date: 7-Mar-2013
Length: 8 pages
About
Abstract
The investment-strategy decisions of a Darden Capital Management student-portfolio management team in 2004 are examined. Case materials allow students to estimate CAPM-based expected returns using market data. The case focuses on introducing the portfolio-allocation decision; exploring the relevance of various investment-risk metrics; developing the intuition of diversification, market risk, and the capital-asset-pricing model; building judgment on how to appropriately estimate the CAPM parameters using available market data; and discussing the fundamental concepts of market efficiency.
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Subject category:
Finance, Accounting and Control
Published by:
Darden Business Publishing
Revision date: 7-Mar-2013
Length: 8 pages