Lecture 12

25 Novembro 2025, 08:30 • RAQUEL GASPAR

Case Study presentations. Course Recap.

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Lecture 11

18 Novembro 2025, 08:30 • RAQUEL GASPAR

Forms of market efficiency and its tests. Introduction to Behavioural Finance. 

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Lecture 10

11 Novembro 2025, 08:30 • RAQUEL GASPAR

Equilibrium Models. Capital Asset Pricing Model (CAPM). Standard and non-standard forms of CAPM. Testing CAPM. Arbitrage Pricing Models (APT). Application Exercises.

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Lecture 9

4 Novembro 2025, 08:30 • RAQUEL GASPAR

Alternative selection criteria. Maximum geometric mean portfolios. Stochastic dominance. Risk measures.

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Lecture 8

28 Outubro 2025, 08:30 • RAQUEL GASPAR

From utilities to risk tolerance functions (RTF). Indifference curves of RTFs. The quadratic utility function and its importance. 2^nd order Taylor approximations to RTFs. Application Exercises.

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