Darden Capital Management the Monticello Fund

Darden Business Publishing Cases

ISSN: 2474-7890

Publication date: 20 January 2017


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.



Schill, M. (2017), "Darden Capital Management the Monticello Fund", Darden Business Publishing Cases. https://doi.org/10.1108/case.darden.2016.000084

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University of Virginia Darden School Foundation

Copyright © 2004 by the University of Virginia Darden School Foundation, Charlottesville, VA. All rights reserved.

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