Sumários
Lecture 5
10 Outubro 2024, 14:00 • RAQUEL GASPAR
Introducing the riskless asset.
Portfolios of two risky assets plus the riskless asset.
Finding the tangent portfolio.
Including different shortselling restrictions.
Lecture 5
10 Outubro 2024, 10:00 • RAQUEL GASPAR
Introducing the riskless asset.
Portfolios of two risky assets plus the riskless asset.
Finding the tangent portfolio.
Including different shortselling restrictions.
Lecture 4
3 Outubro 2024, 14:00 • RAQUEL 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). Portfolios of two risky assets.
Lecture 4
3 Outubro 2024, 10:00 • RAQUEL 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). Portfolios of two risky assets.
Lecture 3
26 Setembro 2024, 14:00 • RAQUEL GASPAR
Security market indices.
Pooled investments. Portfolio concepts.