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Please help me out with this portfolio management assignment. All the required details are included in the attachment. Thank you. Case Study: Portfolio Management Project
Please help me out with this portfolio management assignment. All the required details are included in the attachment. Thank you.
Case Study: Portfolio Management Project 3208AFE, Semester 2, 2016 1. Outline Your group has been asked to submit a proposal to construct and then manage an active equity portfolio for a potential client (an Australian company called Commerce Investments). The specifications are: Stock Markets: Portfolio Size: Portfolio Composition: Preferred Assets: USA US$20M 8 stocks Stocks: any component of the US S&P 500 Index 5 years commencing November 1st, 2016 Complying with your chosen investment style Management fees, brokerage rates, statutory costs etc. should be advised as part of the proposal. (Additional specifications will be given in the lectures and at learning@gu.) Investment Horizon: Investment Strategy: Transaction Costs: 2. Reports and Presentations A written report and a presentation are required. The Portfolio Report must comprehensively describe your portfolio management project and should be of the highest professional standard. The appendices should contain essential information, calculations and data only. The appendices should attached at the end of the report so that they can be accessed easily by the examine. Additional requirements for the report will be given in the lectures and on learning@gu. 3. Stock Screening Process Reduce the stocks under consideration to 20 by a stock screening process that accords with your chosen investment style. From these 20 stocks, undertake an in-depth stock selection process (that must also be consistent with your chosen investment style) for choosing 8 stocks from these 20 with the potential to outperform over the investment horizon. This process must involve fundamental analysis and be consistent with your investment style, and it may involve other techniques if this is part of your investment style. Further details will be discussed in the lectures, tutorials and on learning@gu. 4. Portfolio Construction Your client has also expressed interest in the concept of 'efficient' portfolios. (a) Based on the best 8 stocks selected by the stock screening process, find the minimum variance portfolio weights. (b) Determine your preferred portfolio, and if it differs from the answer in part (a), explain your reasoning. The portfolio should be constructed, implemented and managed within the investor's specifications, and evaluated and reported accordingly. Reports must contain the reasons and rationale for the stock selection process used, and for the final portfolio
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