Trp International

10 Pages Posted: 5 Apr 2010

See all articles by Robert M. Conroy

Robert M. Conroy

University of Virginia - Darden School of Business

Johanna Carlander

affiliation not provided to SSRN

Fredrik Atting

affiliation not provided to SSRN

Abstract

The purpose of the case is to provide an opportunity for students to evaluate the relative performance of portfolios. In the case, students are asked to select one portfolio from among eight possible choices. Here the selected portfolio will be included in a larger pan-European portfolio. This a good application of the Sharpe, Treynor and Jensen indexes in an international setting. It can be used to draw clear distinctions about when each of the different performance measures should be used. In addition to the performance evaluation, students must also ask how each of the candidate portfolios fit into the overall objectives of the larger portfolio. This case can be used in a portfolio management class to introduce the different performance measures.

Keywords: investment management, performance evaluation, portfolio management

Suggested Citation

Conroy, Robert M. and Carlander, Johanna and Atting, Fredrik, Trp International. Available at SSRN: https://ssrn.com/abstract=1583720 or http://dx.doi.org/10.2139/ssrn.1583720

Robert M. Conroy (Contact Author)

University of Virginia - Darden School of Business ( email )

P.O. Box 6550
Charlottesville, VA 22906-6550
United States

HOME PAGE: http://www.darden.virginia.edu/faculty/conroy.htm

Johanna Carlander

affiliation not provided to SSRN

No Address Available

Fredrik Atting

affiliation not provided to SSRN

No Address Available

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