Sumários
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.
Lecture 06
20 Outubro 2022, 14:00 • Raquel M. Gaspar
Portfolios of 3 assets: 2 risky assets and a riskless asset.
Determination of the tangent (T) portfolio and the minimum variance portfolio
(MV). Equations for the EF under a variety of different possible scenarios
concerning shortselling and restrictions on the riskless asset. MVT the general
case. Determination of the IOS and EF for 3 or more risky assets. The envelop
hyperbola. Determination of tangent portfolios (with different active and
passive riskless rates). MVT the general case. Determination of the IOS and EF
for 3 or more risky assets. The envelop hyperbola. Determination of tangent
portfolios (with different active and passive riskless rates).
Lecture 06
20 Outubro 2022, 10:00 • Raquel M. Gaspar
: Portfolios of 3 assets: 2 risky assets and a riskless asset.
Determination of the tangent (T) portfolio and the minimum variance portfolio
(MV). Equations for the EF under a variety of different possible scenarios
concerning shortselling and restrictions on the riskless asset. MVT the general
case. Determination of the IOS and EF for 3 or more risky assets. The envelop
hyperbola. Determination of tangent portfolios (with different active and
passive riskless rates). MVT the general case. Determination of the IOS and EF
for 3 or more risky assets. The envelop hyperbola. Determination of tangent
portfolios (with different active and passive riskless rates).