Sumários

Class 11

5 Dezembro 2014, 10:00 • Raquel M. Gaspar

Part V- Efficiency in Financial Markets

1 Forms of efficiency

2 Testing market's efficiency

3 Week and strong arbitrage and markets efficiency

4 "Anomalies" existent in financial markets

Class 11

2 Dezembro 2014, 09:30 • Raquel M. Gaspar

Part V- Efficiency in Financial Markets

1 Forms of efficiency

2 Testing market's efficiency

3 Week and strong arbitrage and markets efficiency

4 "Anomalies" existent in financial markets

Exercises

Class 11

1 Dezembro 2014, 09:30 • Raquel M. Gaspar

Part V- Efficiency in Financial Markets

1 Forms of efficiency

2 Testing market's efficiency

3 Week and strong arbitrage and markets efficiency

4 "Anomalies" existent in financial markets

Exercises

class 10

28 Novembro 2014, 10:00 • Raquel M. Gaspar

Part IV - Portfolio Analysis

1 Stock Valuation Models

1.1 Discounted cash-flow models

1.2 Analysis of multiples

2 Basics on Bonds' Valuation

2.1 Cash-flows

2.2 Spot vs forward interest rates

2.3 Yield-to-maturity

2.4 Term structures

2.5 Credit Risk

3 Evaluation of Portfolio Performance

3.1 Return measures

3.2 Risk Measures

3.3 Return and risk Measures

3.4 Other measures of performance

3.5 Problems with performance evaluation

4 Portfolio Management

4.1 Active Management

4.2 Passive versus Active

class 10

25 Novembro 2014, 09:30 • Raquel M. Gaspar

Part IV - Portfolio Analysis

1 Stock Valuation Models

1.1 Discounted cash-flow models

1.2 Analysis of multiples

2 Basics on Bonds' Valuation

2.1 Cash-flows

2.2 Spot vs forward interest rates

2.3 Yield-to-maturity

2.4 Term structures

2.5 Credit Risk

3 Evaluation of Portfolio Performance

3.1 Return measures

3.2 Risk Measures

3.3 Return and risk Measures

3.4 Other measures of performance

3.5 Problems with performance evaluation

4 Portfolio Management

4.1 Active Management

4.2 Passive versus Active