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Business Risk Management
2 Semestre 2025/2026
pt
en
Weights for Efficient Frontier spreadsheet
Anexos
Risk_return_examples_calculation_efficient_frontier.xlsx
Página Inicial
Avaliação
Bibliografia
Horário
Métodos de Ensino e Avaliações
Objectivos
Planeamento
Programa
Turnos
Anúncios
Sumários
Syllabus
ISEG_BRM_Mar26_chap1_to_3
Regression Analysis
Black-Scholes
Slides
ISEG_BRM_Mar26_chap4_1
ISEG_BRM_Mar26_chap4_2
Merton Model
CDS Valuation
Duration
Duration Scenarios
VaR: Nasdaq Empirical and Parametric Approaches
ISEG_BRM_Mar26_chap4_3_and_4_4
ISEG_BRM_Mar26_chap5
Single Index Models (spreadsheet-slide 284).
Risk-Return for Different Correlations
Techniques for Calculating the Efficient Frontier
Weights for Efficient Frontier spreadsheet
EDP - Risk Management