Class 8

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

3 Selecting the Optimal Portfolio

...

3.2.3 Stochastic Dominance

3.2.4 "Skewness" and distribution analysis

4 Widening the Selection Universe

4.1 International diversification and the world portfolio

4.2 The role of exchange rate risk

 

Exercises

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Class 8

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

3 Selecting the Optimal Portfolio

...

3.2.3 Stochastic Dominance

3.2.4 "Skewness" and distribution analysis

4 Widening the Selection Universe

4.1 International diversification and the world portfolio

4.2 The role of exchange rate risk

 

Exercises

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Class 7

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

3 Selecting the Optimal Portfolio

3.1 Utility Theory

...

3.1.3 Utility functions and their properties

3.1.4 Risk tolerance functions

3.1.5 The Choice of the optimal portfolio

3.2 Alternative Selection Criteria

3.2.1 Maximizing the Geometric Mean

3.2.2 "Safety First" Criteria

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Class 7

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

3 Selecting the Optimal Portfolio

3.1 Utility Theory

...

3.1.3 Utility functions and their properties

3.1.4 Risk tolerance functions

3.1.5 The Choice of the optimal portfolio

3.2 Alternative Selection Criteria

3.2.1 Maximizing the Geometric Mean

3.2.2 "Safety First" Criteria

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Class 7

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

3 Selecting the Optimal Portfolio

3.1 Utility Theory

...

3.1.3 Utility functions and their properties

3.1.4 Risk tolerance functions

3.1.5 The Choice of the optimal portfolio

3.2 Alternative Selection Criteria

3.2.1 Maximizing the Geometric Mean

3.2.2 "Safety First" Criteria

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