Class 10 (M.F)

23 Novembro 2015, 09:30 • Raquel M. Gaspar

5 Selecting the Optimal Investor Portfolio

(...)

5.3 Risk tolerance function

5.4 The Choice of the optimal portfolio

Examples: Quadratic utility and Log utility

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Class 9 (M.F)

16 Novembro 2015, 13:30 • Raquel M. Gaspar

4 Portfolio Selection Models

(...)

4.3 Multi-Index Models

4.3.1 Characteristics of multi-index models

4.3.2 Using Multi-index models

4.3.3 Equivalent Models 

5 Selecting the Optimal Investor Portfolio

5.1 Recap on Utility Theory under certainty

5. 2 Utility Theory under uncertainty

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Class 9 (M.F)

16 Novembro 2015, 09:30 • Raquel M. Gaspar

4 Portfolio Selection Models

(...)

4.3 Multi-Index Models

4.3.1 Characteristics of multi-index models

4.3.2 Using Multi-index models

4.3.3 Equivalent Models 

5 Selecting the Optimal Investor Portfolio

5.1 Recap on Utility Theory under certainty

5. 2 Utility Theory under uncertainty

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Class 8 (M.AS)

13 Novembro 2015, 10:00 • Raquel M. Gaspar

4 Portfolio Selection Models

4.1 Constant Correlation Model

4.1.1 Motivation

4.1.2 Choosing the Efficient Portfolios

4.2 Single index Model

4.2.1 Underlying Ideas

4.2.2 Model Assumptions

4.2.3 Characteristics of Single-index models

4.2.4 Using the Model

4.2.5 A measure of non-diversifiable risk

4.2.6 Beta Estimations

4.2.7 Choosing Efficient Portfolios

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Class 8 (M.F)

9 Novembro 2015, 13:30 • Raquel M. Gaspar

4 Portfolio Selection Models

4.1 Constant Correlation Model

4.1.1 Motivation

4.1.2 Choosing the Efficient Portfolios

4.2 Single index Model

4.2.1 Underlying Ideas

4.2.2 Model Assumptions

4.2.3 Characteristics of Single-index models

4.2.4 Using the Model

4.2.5 A measure of non-diversifiable risk

4.2.6 Beta Estimations

4.2.7 Choosing Efficient Portfolios

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