Arbor City Community Foundation (A): The Foundation

Kellogg School of Management Cases

ISSN: 2474-6568

Publication date: 20 January 2017


Understanding the concept of value at risk (VaR); Calculating daily and monthly VaR by two different methods, the historical and the parametric approach; Interpreting the results of VaR calculations; Understanding the role of diversification for managing risk; Evaluating the impact of portfolio rebalancing on the overall risk of a portfolio.



Schmedders, K., Walker, R. and Stritch, M. (2017), "Arbor City Community Foundation (A): The Foundation", Kellogg School of Management Cases.

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