Tutorial 05

28 Outubro 2022, 14:30 • RAQUEL MARIA MEDEIROS GASPAR

Safety first criteria in excel (cont.)

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Tutorial 05

28 Outubro 2022, 14:30 • RAQUEL MARIA MEDEIROS GASPAR

Safety first criteria in excel (cont.)

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Lecture 07

27 Outubro 2022, 14:00 • RAQUEL MARIA MEDEIROS GASPAR

Shortselling restrictions and Lintner portfolio definition. Real life shortselling restrictions. Mean-variance representation of safety first criteria of Roy, Kataoka and Telser.  International diversification and the role of exchange rate risk.

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Lecture 07

27 Outubro 2022, 10:00 • RAQUEL MARIA MEDEIROS GASPAR

Shortselling restrictions and Lintner portfolio definition. Real life shortselling restrictions. Mean-variance representation of safety first criteria of Roy, Kataoka and Telser.  International diversification and the role of exchange rate risk.

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Tutorial 04

21 Outubro 2022, 14:30 • RAQUEL MARIA MEDEIROS GASPAR

Solving Computer Assignment 02 in Excel: portfolios of 3 or more assets + safety first criteria.

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