Lecture 5

9 Outubro 2025, 09:30 • RAQUEL GASPAR

MVT the general case. Determination of the IOS and EF for 3 or more risky assets. The envelop hyperbola. Determination of tangent portfolios (with different active and passive riskless rates). 

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Lecture 4

2 Outubro 2025, 14:00 • RAQUEL GASPAR

Introduction to mean-variance theory (MVT). MVT assumptions and inputs. Investment opportunity set (IOS). Efficient frontiers (EF). Portfolios of two risky assets.

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Lecture 4

2 Outubro 2025, 09:30 • RAQUEL GASPAR

Introduction to mean-variance theory (MVT). MVT assumptions and inputs. Investment opportunity set (IOS). Efficient frontiers (EF). Portfolios of two risky assets.

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Lecture 3

25 Setembro 2025, 14:00 • RAQUEL GASPAR

Pooled investments. Portfolio concepts. Variance of individual assets and portfolios. Volatility as a measure of risk. Analysis of risk diversification using homogeneous portfolios. Other measures of risk.

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Lecture 3

25 Setembro 2025, 09:30 • RAQUEL GASPAR

Pooled investments. Portfolio concepts. Variance of individual assets and portfolios. Volatility as a measure of risk. Analysis of risk diversification using homogeneous portfolios. Other measures of risk.

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