Sumários
Lecture #8
3 Novembro 2023, 08:00 • Bruno Gomes Fernandes
3. Return Generating Models
3.1. Estimation versus Model Risk
3.2. Constant Correlation Models
3.3. Single-Factor Models
Ex. 2.1, 2.3, 2.4, 2.6
Lecture #7
27 Outubro 2023, 08:00 • Bruno Gomes Fernandes
2. Mean-Variance Theory (MVT)
2.6. Portfolio Protection: Safety Criteria
2.7. International Diversification
Ex. 1.14, 1.17, 1.18
Lecture #6
20 Outubro 2023, 08:00 • Bruno Gomes Fernandes
2. Mean-Variance Theory (MVT)
2.3. Including the Riskless Asset
2.4. Two Risky Assets with the Riskless Asset
2.5. The General Case
Ex. 1.7, 1.12
Lecture #5
13 Outubro 2023, 08:00 • Bruno Gomes Fernandes
2. Mean-Variance Theory (MVT)
2.2. Efficient Portfolios: The Two-Asset Case
Ex. 1.5
Lecture #4
6 Outubro 2023, 08:00 • Bruno Gomes Fernandes
1. Portfolio Concepts
1.1. Risk and Return
Ex. 1.1
2. Mean-Variance Theory (MVT)
2.1. Mean-Variance Approach
Ex. 1.2, 1.3