Lecture 05

13 Outubro 2022, 14:00 • Raquel M. Gaspar

Variance of individual assets and portfolios. Volatility as a measure of risk. Analysis of risk diversification using homogeneous portfolios.

Introduction to mean-variance theory (MVT). MVT assumptions and inputs. Investment opportunity set (IOS). Efficient frontiers (EF). Portfolios of two assets: two risky assets + one risky asset and the riskless asset.

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Lecture 05

13 Outubro 2022, 10:00 • Raquel M. Gaspar

Variance of individual assets and portfolios. Volatility as a measure of risk. Analysis of risk diversification using homogeneous portfolios.

Introduction to mean-variance theory (MVT). MVT assumptions and inputs. Investment opportunity set (IOS). Efficient frontiers (EF). Portfolios of two assets: two risky assets + one risky asset and the riskless asset.

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Tutorial 02

7 Outubro 2022, 14:30 • Raquel M. Gaspar

QUIZ 1, covering the entire material of Part I. Analysis and discussion of the quiz results.

(joint w S12)

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Tutorial 02

7 Outubro 2022, 14:30 • Raquel M. Gaspar

QUIZ 1, covering the entire material of Part I. Analysis and discussion of the quiz results.

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Lecture 04

6 Outubro 2022, 14:00 • Raquel M. Gaspar

Security market indices. Pooled investments. The process of portfolio management. Portfolio concepts. Basic recap of statistics taking returns as the key random variables to portfolio theory. Expected returns of individual assets and portfolios.

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