Portfolio Selection and the Capital Asset Pricing Model Harvard Case Solution & Analysis

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

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