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

In the context of the determination of the optimal portfolio to recommend two hypothetical investors, it strucutuerd analysis leads students through the steps of studying the data returned for three shares. Analysis of the first explores the effects of a portfolio and earnings volatility. With the addition of an index of the market and the bond portfolio, students can easily recognize as portfolios of these vehicles may be the best investment. The analysis then examines the stock beta as a measure of risk and the statistical properties of these beta versions. Finally, the students will have a practical understanding of the pricing model of capital assets. "Hide
Mark Lipson on 6 pages. Publication Date: September 18, 2009. Prod. #: UV2565-PDF-ENG

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