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。
Markov's Trilemma
內容大綱
The key objectives of this case are to: (1) familiarize students with a simple version of the Markowitz optimal-asset allocation model; (2) develop students' intuition regarding optimal-asset allocation as specific inputs into the model (e.g., expected returns, standard deviations, correlations) change values; and (3) develop students' intuition regarding constraints that alternative investors may face (e.g., the presence of shorting constraints) and their impact on the optimal portfolio.