Essay about Investment and Burgundy Asset Management

907 Words Aug 12th, 2012 4 Pages
FIN 6310 Case Studies

Purchase Case Studies (4) • Ivey Case Studies (2) o You will need to create an account at http://cases.ivey.uwo.ca o Then search for and put the following two cases in your cart. Download the spreadsheets. o Burgundy Asset Management: The Wescast Investment Decision o Burgundy Asset Management: …. Spreadsheet o Valuing Wal-mart 2010 o Valuing Wal-mart 2010 – Spreadsheet for students o Checkout and choose US dollars for your currency.

• Harvard Case Studies (2) o Courses available http://cb.hbsp.harvard.edu/cb/access/11085094

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What is the standard deviation and sharpe ratio of this portfolio? 11. Repeat for returns of 4.4-9.4% with increments of .5% (a total of 11 optimizations, e.g. 4.4, 4.9, 5.4… 9.4). 12. Comment on the produced graph of these portfolios. 13. Compute the expected return, standard deviation, and sharpe ratio of the Harvard policy portfolio and the broad university average from exhibit 10. 14. Show your recommended policy portfolio on the graph. You may want to include other relevant portfolios used in the final recommendation. 15. Explain how your recommended policy portfolio is consistent with Harvard’s return/risk objectives and better than the current policy. 16. One board member is particularly confused about the domestic equity policy allocation of 22% (It is much lower than the broad university average, but much higher than unconstrained and constrained optimization results in attachments 12 and 13).

Asset Class Correlations, Mean Return, Standard Deviations and Policy Weights from Exhibits 10-11.
(Double click and copy cells to excel for use in optimization model)
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Dimensional Fund Advisors Questions 1. What are the primary academic findings that DFA are

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