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    Rebalancing the Russell Indices: Beta and Volatility

    Evans, Richard B. ; Schill, Emily

    • Reference: DARDEN-F-1938-E

    • Number of pages: 8

    • Publication Date: Jul 27, 2021

    • Fecha de edición: Aug 24, 2021

    • Source: Darden University of Virginia (USA)

    • Type of Document: Case

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    Description

    This case examines the role of beta and volatility in assessing the risk of a portfolio. Students assume the role of a fund manager who is adjusting their portfolio in response to the 2014 reconstitution of the fund’s benchmark—the Russell 2000 index. The

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    Keywords

    beta investing market indices reconstitution risk measurement Russell 1000 Russell 2000 standard deviation