Sumários
Class 10 (M.F)
23 Novembro 2015, 09:30 • Raquel M. Gaspar
5 Selecting the Optimal Investor Portfolio
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5.3 Risk tolerance function
5.4 The Choice of the optimal portfolio
Examples: Quadratic utility and Log utility
Class 9 (M.F)
16 Novembro 2015, 13:30 • Raquel M. Gaspar
4 Portfolio Selection Models
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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
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
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
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