Class 13

12 Dezembro 2018, 10:00 • Raquel M. Gaspar

3. Market Efficiency

4. Behvioral Finance

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Class 12

5 Dezembro 2018, 10:00 • Raquel M. Gaspar

PART IV - MODELS OF EQUILIBRIUM IN CAPITAL MARKETS

1. Capital Asset Pricing Model (CAPM)

2. Arbitrage Pricing Theory (APT)

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Class 11

28 Novembro 2018, 10:00 • Raquel M. Gaspar

2. EUT

(...)

2.4 Risk Tolerance functions

2.5 Optimal portfolios

 

Exercise Solving

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Class 10

21 Novembro 2018, 10:00 • Raquel M. Gaspar

PART III - SELECTING OPTIMAL PORTFOLIOS

1. Investors

2. Expected Utility Theory (EUT) 

2.1+2.2+2.3 Utility Theory

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Class 9

14 Novembro 2018, 10:00 • Raquel M. Gaspar

3. Return Generating Models

3.1 Constant correlation models

3.2 Single factor models

3.3 Estimation risk versus model risk

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