Programa

Financial Markets and Investments

Doutoramento Bolonha em Matemática Aplicada à Economia e à Gestão

Mestrado Bolonha em Finanças

Programa

-Financial markets and their instruments -Definitions of risk and return -Two asset portfolios -The notion of efficient portfolios -Various market conditions: existence (or not) of a risk-free asset, possibility (or not) of (un)constrained short selling -Finding the efficient frontier -Factor models: single and multi-factor models -Utility theory and deriving investor’s utility function -Expected utility theory (EUT) and optimal portfolios -Stochastic Dominance -Risk Measures -Equilibrium models: capital asset pricing model (CAPM), arbitrage pricing theory (APT) -Market efficiency and rationality -Behavioural issues and alternatives to EUT

Mercados e Investimentos Financeiros

Mestrado Bolonha em Finanças

Mestrado Bolonha em Ciências Actuariais

Programa

- Funcionamento dos mercados; - Teoria da gestão de carteiras; - Análise de carteiras; - Eficiência no mercado de capitais.