Tutorial 04 (Online, joint to S12 and S42, 1h30)

23 Outubro 2020, 14:30 • Raquel M. Gaspar

Solving Computer Assignment 01 in Excel: portfolios of two assets + the riskless asset.

Recording: https://web.microsoftstream.com/video/f6db1b8a-4191-4b69-ad6c-80724badce17

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Lecture 05

22 Outubro 2020, 14:00 • Raquel M. Gaspar

Portfolios of two assets: two risky assets + one risky asset and the riskless asset. Portfolio of 3 assets: 2 risky assets and a riskless asset. Determination of the tangent (T) portfolio and the minimum variance portfolio (MV). Equations for the EF under a variety of different possible scenarios concerning shortselling and restrictions on the riskless asset.

 

Recordings:

Part 1: https://web.microsoftstream.com/video/d0bca09b-a9d9-4759-9ecd-f7681b211dad

Part 2: https://web.microsoftstream.com/video/1e5ce57f-b003-46f5-929e-3391d9906354

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Lecture 05

20 Outubro 2020, 14:00 • Raquel M. Gaspar

Portfolios of two assets: two risky assets + one risky asset and the riskless asset. Portfolio of 3 assets: 2 risky assets and a riskless asset. Determination of the tangent (T) portfolio and the minimum variance portfolio (MV). Equations for the EF under a variety of different possible scenarios concerning shortselling and restrictions on the riskless asset.

 

Recordings:

Part 1: https://web.microsoftstream.com/video/68140911-84a6-44c8-b371-6dd545a81b2b

Part2: https://web.microsoftstream.com/video/e28633c8-778a-4ced-b86c-524ce66cfaec

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Lecture 04

15 Outubro 2020, 14:00 • Raquel M. Gaspar

Portfolio concepts. Basic recap of statistics taking returns as the key random variables to portfolio theory. Expected returns of individual assets and portfolios. 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).

 

Recordings: 

Part 1: https://web.microsoftstream.com/video/5096bcf3-00f9-40f2-b90a-0f8d694b7a86 

Part 2: https://web.microsoftstream.com/video/1bc96cab-31f6-400f-876b-850ef51b4413

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Lecture 04

13 Outubro 2020, 14:00 • Raquel M. Gaspar

Portfolio concepts. Basic recap of statistics taking returns as the key random variables to portfolio theory. Expected returns of individual assets and portfolios. 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).

 

Recordings: 

Part 1: https://web.microsoftstream.com/video/5096bcf3-00f9-40f2-b90a-0f8d694b7a86 

Part 2: https://web.microsoftstream.com/video/1bc96cab-31f6-400f-876b-850ef51b4413

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