Strategy
Asset Allocation Strategy for a Sustainable Fashion Brand
Overview
What this challenge is about.
Your task is to design a €50M investment portfolio with at least 50% allocated to green or sustainable assets. You must use CAPM to estimate expected returns for each asset class and incorporate ESG scores as a factor. Success means achieving a target return of 4-6% annually with a volatility under 10%, while maintaining sufficient liquidity for operational needs (€10M must be in cash or cash equivalents). Deliver a detailed investment policy statement (IPS) and a portfolio proposal with rebalancing rules.
The Brief
What you'll do, and what you'll demonstrate.
Develop an asset allocation strategy for a sustainable fashion brand's cash reserves that meets return targets, liquidity needs, and ESG criteria.
Earning criteria — what you'll demonstrate
- Apply CAPM to estimate expected returns for different asset classes.
- Integrate ESG criteria into portfolio construction and asset selection.
- Design an asset allocation that balances risk, return, and liquidity constraints.
- Create a professional Investment Policy Statement.
Program Fit
Where this fits in your program.
Sharpens the same skills your degree expects you to demonstrate.
Skills
Skills you'll demonstrate.
Each one shows up on your verified credential.
Careers
Roles this prepares you for.
Real titles. Real skill bridges. Pick the one closest to your trajectory.
Career mappings coming soon.