Lecture 10

13 Novembro 2025, 09:30 • 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

6 Novembro 2025, 14:00 • RAQUEL GASPAR

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

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Lecture 9

6 Novembro 2025, 09:30 • RAQUEL GASPAR

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

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Lecture 8

30 Outubro 2025, 14:00 • RAQUEL GASPAR

From utilities to risk tolerance functions (RTF). Indifference curves of RTFs. Equilibrium in financial markets. Why the focus on the efficient frontier. Finding optimal portfolios vis direct optimization or using indifference curves. Application exercises.

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Lecture 8

30 Outubro 2025, 09:30 • RAQUEL GASPAR

From utilities to risk tolerance functions (RTF). Indifference curves of RTFs. Equilibrium in financial markets. Why the focus on the efficient frontier. Finding optimal portfolios vis direct optimization or using indifference curves. Application exercises.

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