Lecture 09

10 Novembro 2022, 10:00 • Raquel M. Gaspar

Investor risk profiling. Expected utility theory (EUT). Axioms of EUT and its usage. From questionnaires to utility functions. Properties of utility functions. Absolute and relative measures of risk aversion.

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Tutorial 06

4 Novembro 2022, 14:30 • Raquel M. Gaspar

QUIZ 2, covering the material of Part II of the course. Discussion of results. Clarification of doubts.

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Tutorial 06

4 Novembro 2022, 14:30 • Raquel M. Gaspar

QUIZ 2, covering the material of Part II of the course. Discussion of results. Clarification of doubts.

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Lecture 08

3 Novembro 2022, 14:00 • Raquel M. Gaspar

Correlation models: constant correlation models, single factor models and multi factor models.

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Lecture 08

3 Novembro 2022, 10:00 • Raquel M. Gaspar

Correlation models: constant correlation models, single factor models and multi factor models.

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