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。
Sharpe's Single Index Model
內容大綱
A recent Master of Business Administration graduate from a renowned business school in India secured a position with a top rated asset management company. On the first day, his manager asks him to construct a portfolio using William Sharpe's single index model (SIM). To construct his model portfolio, he reviews the Bloomberg terminal for the data set. This exercise provides a step-by-step review of his analysis to construct a portfolio through SIM.
學習目標
This exercise provides students with an opportunity to understand and construct the optimum portfolio according to the Sharpe's single index model (SIM) using an MS-Excel spreadsheet. After completing the exercise, students will be able to do the following:<ul><li>Understand the Sharpe’s SIM when a short sale of stocks is not allowed for constructing the portfolio.</li><li>Understand the Sharpe’s SIM when a short sale of stocks is allowed for constructing the portfolio.</li></ul>