Tutorial 06 (45min, online)

27 Outubro 2020, 09:00 • Raquel M. Gaspar

Solving (part of) the Computer Assignment 1 in Excel.

Recording: https://web.microsoftstream.com/video/6d86e026-d3f9-4c5f-b31f-8808e6819c3c

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Lecture 04

23 Outubro 2020, 10:00 • Raquel M. Gaspar

Variance of individual assets and portfolios. Volatility as a measure of risk.

Analysis of risk diversification using homogeneous portfolios. Other measures of risk.

Introduction to mean-variance theory (MVT).

MVT assumptions and inputs.

Investment opportunity set (IOS).

Efficient frontiers (EF).

Portfolios of two risky assets.

 

Recordings:

Part 1: https://web.microsoftstream.com/video/1bfcb520-f8ac-461a-b4cf-cc6fdd9e9b93

Part 2: https://web.microsoftstream.com/video/158dddfd-555c-4686-b879-e180537ef527

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Tutorial 05 (45min, online)

20 Outubro 2020, 09:00 • Raquel M. Gaspar

Portfolio concepts.

Understanding the basics of the process of choice under uncertainty.

Expected returns of individual assets and portfolios.

 

Recording: https://web.microsoftstream.com/video/be201123-c1bd-4f07-8cb5-b63236fd4031

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No Lecture on 2020.10.16

16 Outubro 2020, 10:00 • Raquel M. Gaspar

Due to the sudde death of a close relative of the teacher, this Lecture was cancelled.

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Tutorial 04 (45min, online)

13 Outubro 2020, 09:00 • Raquel M. Gaspar

Quiz 1 covering Part I of the course.

No recording.

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