All resemblance to acual companies is purely coincidental. If you use them, I would welcome suggestions for improvement, and the identification of errors. College A mean-variance optimization case. An advanced mean-variance case with real estate assets. Inc. An APT case with optimization.
Case uses factor loadings reported in the reading.
The definition of client needs and goals in terms of macro-economic sensitivities. The foundations of advanced asset pricing packages. The foundations of programmed risk arbitrage. Fast Forward Forecasting Long-horizon stock return forecasting using dividend yields. Back-testing trading and filter rules for investment decisions.