Ivey Publishing

Product Details

The Professor Selects a Portfolio of Chinese Stocks
Product Number:
9B01E010
Publication Date:
04/24/2001
Revised Date:
12/18/2009
Length:
3 pages
Product Type:
Case (Library)
Source:
Ivey
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.
Issues:
Disciplines:
International,  Management Science
Setting:
Global, 2000
Intended Audience:
Undergraduate/MBA
Price:
$5.30 CAD / $5.00 USD Printed Copy
$4.50 CAD / $4.25 USD Permissions
Associated Materials
Supplements: 7B01E010A (19 KB) 7B01E010B (191 KB)
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