Sumários
Lecture 7
24 Outubro 2024, 14:00 • RAQUEL MARIA MEDEIROS GASPAR
Return generating models: constant correlation models, single factor models and multi-factor models.
Lecture 7
24 Outubro 2024, 10:00 • RAQUEL MARIA MEDEIROS GASPAR
Return generating models: constant correlation models, single factor models and multi-factor models.
Lecture 6
17 Outubro 2024, 14:00 • RAQUEL MARIA MEDEIROS 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).
Mean-variance representation of safety first criteria of Roy, Kataoka and Telser.
International diversification and the role of exchange rate risk.