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商品編號： W37576 出版日期： 2024/07/10 作者姓名： Patel, Saurin;Patel, Shubh 商品類別： Other 商品規格： 4p 再版日期： 2024/10/03 地域： Australia;Canada;India;United Kingdom;United States 產業： 個案年度： -
商品敘述：
Queenie Stone started her career as an asset manager for a large investment bank in New York City. Her manager tasked her with creating a new three-stock portfolio and investigating how changes in her inputs of expected returns, standard deviations, and correlations would impact her portfolio asset weights. The stocks included the Procter and & Gamble Company (PG), JP Morgan & Chase & Co. (JPM), and Advanced Micro Devices, Inc. (AMD). Queenie created an equally weighted portfolio as a base case to compare with Markowitz''s optimal portfolio construction methodology, based on modern portfolio theory. Using Queenie''s equally weighted model with the necessary formulas, students use Excel''s Solver tool to find the optimal portfolio allocations among these stocks. Saurin Patel is affiliated with Ivey Business School;Shubh Patelis affiliated with Ivey Publishing
涵蓋領域：
Social investments;Finance and investing
相關資料：
, (W37577), p, by Saurin Patel, Shubh Patel;, (W37578), p, by Saurin Patel, Shubh Patel
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