Sumários

10 Outubro 2024, 14:00 • RAQUEL MARIA MEDEIROS GASPAR

Introducing the riskless asset.

Portfolios of two risky assets plus the riskless asset.

Finding the tangent portfolio.

Including different shortselling restrictions.

10 Outubro 2024, 10:00 • RAQUEL MARIA MEDEIROS GASPAR

Introducing the riskless asset.

Portfolios of two risky assets plus the riskless asset.

Finding the tangent portfolio.

Including different shortselling restrictions.

3 Outubro 2024, 14:00 • RAQUEL MARIA MEDEIROS 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.

3 Outubro 2024, 10:00 • RAQUEL MARIA MEDEIROS 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.

26 Setembro 2024, 14:00 • RAQUEL MARIA MEDEIROS GASPAR

Security market indices.

Pooled investments. Portfolio concepts.