Sumários
Lecture 07
27 Outubro 2022, 14:00 • Raquel M. 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.
Lecture 07
27 Outubro 2022, 10:00 • Raquel M. 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.
Tutorial 04
21 Outubro 2022, 14:30 • Raquel M. Gaspar
Solving Computer Assignment 02 in Excel: portfolios of 3 or more
assets + safety first criteria.