Computer Lab (extra joint class)

14 Novembro 2018, 13:30 • Raquel M. Gaspar

Solving IPM exercises in Excel:

• Computer Assignment 1
• Computer Assignment 2

---

Class 9

13 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

---

Class 8

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

3. Return Generating Models

3.1 Constant correlation models

3.2 Single factor models

---

Class 8

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

3. Return Generating Models

3.1 Constant correlation models

3.2 Single factor models

---

Class 7 (joint class)

30 Outubro 2018, 10:00 • Raquel M. Gaspar

MVT

2.8. Efficient Frontiers and Tangent portfolios

2.9 Safety first criteria

2.10 Internationally diversified portfolios

---