Sumários

Invited Talk

29 Novembro 2018, 10:00 • Raquel M. Gaspar

INVITED TALK ON:

Investor Risk Profiling: a real life case study"

(Part III_1 of the IPM Syllabus)

Followed by Questions & Answers from students. Enjoy the opportunity of contacting with the industry perspective.

Jorge Guimaraes has been working as a Senior Equity Analyst in Haitong since September 2015, covering Iberian Utilities and Renewables. Before that he was at Banif Gestão de Activos for 9 years, where he was a Senior Portfolio Manager and Head of Equities, managing long only and long short European and Iberian equity funds. Previously he was a Senior Equity Analyst in Banif Investment Bank, covering Iberian utilities. Jorge also worked in Allianz Portugal and in Banco Finantia. Jorge has an MBA from Universidade Católica Portuguesa and is a CFA charterholder.

Invited Talk

27 Novembro 2018, 10:00 • Raquel M. Gaspar

INVITED TALK ON:

Investor Risk Profiling: a real life case study"

(Part III_1 of the IPM Syllabus)

Followed by Questions & Answers from students. Enjoy the opportunity of contacting with the industry perspective.

Class 10

22 Novembro 2018, 10:00 • Raquel M. Gaspar

2. Expected Utility Theory (EUT)

2.3 Principle of maximizing expected ultity

2.4 Risk tolerance functions

2.5 Optimal portfolios

Class 10

20 Novembro 2018, 10:00 • Raquel M. Gaspar

2. Expected Utility Theory (EUT)

2.3 Principle of maximizing expected ultity

2.4 Risk tolerance functions

2.5 Optimal portfolios

Class 9

15 Novembro 2018, 10:00 • Raquel M. Gaspar

3. Return Generating Models

(...)

3.3. Multi-factor models

3.4 Estimation risk versus model risk

PART III - SELECTING OPTIMAL PORTFOLIOS

1. Investors

2. Expected Utility Theory (EUT)

2.1+2.2 Utility theory recap