Consumption CAPM. International Diversification. Efficiency in Financial Markets. The valuation of Stocks: the price as the sum of the present value of the future dividends.

24 Outubro 2025, 14:00 • Jorge Barros Luis

Consumption CAPM. International Diversification. Efficiency in Financial Markets. The valuation of Stocks: the price as the sum of the present value of the future dividends.

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Kataoka and Telser Models. Value-at-Risk. Estimating expected returns. The CAPM and the Generalized CAPM.

23 Outubro 2025, 14:30 • Jorge Barros Luis

Kataoka and Telser Models. Value-at-Risk. Estimating expected returns. The CAPM and the Generalized CAPM.

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The impact of diversification on Risk. Selecting the Optimal Portfolio: Utility functions, risk tolerance and Safety-FIrst Models - the Roy model.

17 Outubro 2025, 14:00 • Jorge Barros Luis

The impact of diversification on Risk. Selecting the Optimal Portfolio: Utility functions, risk tolerance and Safety-FIrst Models - the Roy model.

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Practical implementation in Excel of the eficient frontier under different assumptions regarding short sales and riskless lending and borrowing, as well as the single-index model.

16 Outubro 2025, 14:30 • Jorge Barros Luis

Practical implementation in Excel of the eficient frontier under different assumptions regarding short sales and riskless lending and borrowing, as well as the single-index model.

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Techniques for Calculating the Efficient Frontier: different assumptions about short-selling and lending and borrowing. The single index model - introduction.

10 Outubro 2025, 14:00 • Jorge Barros Luis

Techniques for Calculating the Efficient Frontier: different assumptions about short-selling and lending and borrowing. The single index model - introduction.

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