個案資料
了解個案內容與學習目標，選擇授課教師及使用課程。
Investments: Delineating an Efficient Portfolio
內容大綱
A student in his final year at a management school has been asked by his uncle to suggest an optimal investment portfolio for the reinvestment of his retirement account. His uncle wants to invest only in mutual funds managed by reputed asset management companies that have historically given superior returns. He also wants to limit the risk involved to less than 10 per cent per annum. The student now needs to prepare a portfolio that offers the highest possible return for the risk defined by his uncle.
學習目標
The case can be used for MBA students to explain the concepts related to the efficient frontier, the market portfolio and the capital market line. <br><br>The case provides students with an opportunity to prepare an optimal portfolio using a Microsoft Excel spreadsheet and Excel’s Solver tool.