Vendor Image

Darden Capital Management—The Monticello...

Schill, Michael J.

Case

Darden Capital Management—The Monticello Fund

Schill, Michael J.

F-1464 | Published December 17, 2004 | 10 pages Case

Collection: Darden School of Business

Product Details

The investment-strategy decisions of a Darden Capital Management student-portfolio management team in 2004 are examined. Case materials allow students to estimate CAPM-based expected returns using market data. The case focuses on introducing the portfolio-allocation decision; exploring the relevance of various investment-risk metrics; developing the intuition of diversification, market risk, and the capital-asset-pricing model; building judgment on how to appropriately estimate the CAPM parameters using available market data; and discussing the fundamental concepts of market efficiency.

0