Lecture 6

26 Outubro 2021, 14:00 • Raquel M. Gaspar

Portfolios of two assets: two risky assets + one risky asset and the riskless asset. 

Portfolio of 3 assets: 2 risky assets and a riskless asset. 

Determination of the tangent (T) portfolio and the minimum variance portfolio (MV). 

Equations for the EF under a variety of different possible scenarios concerning shortselling and restrictions on the riskless asset.

 

---

Tutorial 4

22 Outubro 2021, 14:30 • Raquel M. Gaspar

QUIZ 1, covering the entire material of Part I. 

Analysis and discussion of the quiz results.

---

Tutorial 4

22 Outubro 2021, 14:30 • Raquel M. Gaspar

QUIZ 1, covering the entire material of Part I. 

Analysis and discussion of the quiz results.

---

Lecture 5

21 Outubro 2021, 14:00 • Raquel M. Gaspar

Variance of individual assets and portfolios. 

Volatility as a measure of risk. 

Analysis of risk diversification using homogeneous portfolios.

Introduction to mean-variance theory (MVT). 

MVT assumptions and inputs. 

Investment opportunity set (IOS). Efficient frontiers (EF).

---

Lecture 5

19 Outubro 2021, 14:00 • Raquel M. Gaspar

Variance of individual assets and portfolios. 

Volatility as a measure of risk. 

Analysis of risk diversification using homogeneous portfolios.

Introduction to mean-variance theory (MVT). 

MVT assumptions and inputs. 

Investment opportunity set (IOS). Efficient frontiers (EF).

---