Sumários
Class 6
25 Outubro 2018, 10:00 • Raquel M. Gaspar
PART II - THEORY OF PORTFOLIO MANAGEMENT
2. MVT
2.2+2.3 Two risky assets + riskless asset
- Different lending and borrowing conditions
- Various shortselling assumptions
- Finding tangent portfolios
- Application (EXCEL) exercise
2.4 Three or more assets
Class 6
23 Outubro 2018, 10:00 • Raquel M. Gaspar
PART II - THEORY OF PORTFOLIO MANAGEMENT
2. MVT
2.2+2.3 Two risky assets + riskless asset
- Different lending and borrowing conditions
- Various shortselling assumptions
- Finding tangent portfolios
- Application (EXCEL) exercise
2.4 Three or more assets
Class 5
18 Outubro 2018, 10:00 • Raquel M. Gaspar
PART II - THEORY OF PORTFOLIO MANAGEMENT
2.MVT
(...)
2.2 Combinations of two risky assets
- Correlation -1, 1, 0
- General (real-life) correlation
- Minimum variance portfolio
2.3 Including the rsikfree asset
Class 5
16 Outubro 2018, 10:00 • Raquel M. Gaspar
PART II - THEORY OF PORTFOLIO MANAGEMENT
2.MVT
(...)
2.2 Combinations of two risky assets
- Correlation -1, 1, 0
- General (real-life) correlation
- Minimum variance portfolio
2.3 Including the rsikfree asset
Class 4
11 Outubro 2018, 10:00 • Raquel M. Gaspar
PART II - THEORY OF PORTFOLIO MANAGEMENT
1. Portfolio Concepts
1.1. Definitions of risk and return
1.2. Emergence of portfolio theory
2. Mean - Variance Theory (MVT)
2.1. Assumptions of MVT