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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Examples to compute the efficient frontier and the minimum variance portfolio using Excel. The calculation of efficient portfolios with short sales allowed and riskless lending and borrowing possible.

9 Outubro 2025, 14:30 • Jorge Barros Luis

Examples to compute the efficient frontier and the minimum variance portfolio using Excel. The calculation of efficient portfolios with short sales allowed and riskless lending and borrowing possible.

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Efficient frontier with short sales and lending/borrowing at the risk free rate

3 Outubro 2025, 14:00 • Jorge Barros Luis

Efficient frontier with short sales and lending/borrowing at the risk free rate.

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