Class 8 (M.F)

9 Novembro 2015, 09:30 • 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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Class 7 (M.AS)

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

3 Mean-Variance Portfolio Theory

(...)

3.4 Safety Criteria

3.4.1 Roy

3.4.2 Kataoka

3.4.3 Telser

3.5 Widening the Selection Universe

3.5.1 International diversification and the world portfolio

3.5.2 The role of exchange rate risk 

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Class 7 (M.F)

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

3 Mean-Variance Portfolio Theory

(...)

3.4 Safety Criteria

3.4.1 Roy

3.4.2 Kataoka

3.4.3 Telser

3.5 Widening the Selection Universe

3.5.1 International diversification and the world portfolio

3.5.2 The role of exchange rate risk

 

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Class 7 (M.F)

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

3 Mean-Variance Portfolio Theory

(...)

3.4 Safety Criteria

3.4.1 Roy

3.4.2 Kataoka

3.4.3 Telser

3.5 Widening the Selection Universe

3.5.1 International diversification and the world portfolio

3.5.2 The role of exchange rate risk

 

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Class 6 (M.AS)

30 Outubro 2015, 10:00 • Raquel M. Gaspar

3 Mean-Variance Portfolio Theory

Various Exercises

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