Darden Capital Management the Monticello Fund

Darden Business Publishing Cases

ISSN: 2474-7890

Publication date: 20 January 2017

Abstract

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.

Keywords

Citation

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

Download as .RIS

Publisher

:

University of Virginia Darden School Foundation

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

Please note you might not have access to this content

You may be able to access this content by login via Shibboleth, Open Athens or with your Emerald account.
If you would like to contact us about accessing this content, click the button and fill out the form.