Class 6

31 Outubro 2014, 10:00 • Raquel M. Gaspar

2 Portfolio Selection Models

...

2.3 Multi-Index Models

2.3.1 Characteristics of multi-index models

2.3.2 Using Multi-index models

2.3.3 Equivalent Models

3 Selecting the Optimal Portfolio

3.1 Utility Theory

3.1.1 In a context of certainty   

---

Class 6

28 Outubro 2014, 09:30 • Raquel M. Gaspar

2 Portfolio Selection Models

...

2.3 Multi-Index Models

2.3.1 Characteristics of multi-index models

2.3.2 Using Multi-index models

2.3.3 Equivalent Models

3 Selecting the Optimal Portfolio

3.1 Utility Theory

3.1.1 In a context of certainty   

---

Class 6

27 Outubro 2014, 09:30 • Raquel M. Gaspar

 

2.3 Multi-Index Models

2.3.1 Characteristics of multi-index models

2.3.2 Using Multi-index models

2.3.3 Equivalent Models

3 Selecting the Optimal Portfolio

3.1 Utility Theory

3.1.1 In a context of certainty   

---

Class 5

24 Outubro 2014, 10:00 • Raquel M. Gaspar

2 Portfolio Selection Models

2.1 Constant Correlation Model

2.1.1 Motivation

2.1.2 Choosing the Efficient Portfolios

2.2 Single index Model

2.2.1 Underlying Ideas

2.2.2 Model Assumptions

2.2.3 Characteristics of Single-index models

2.2.4 Using the Model

2.2.5 A measure of non-diversifiable risk

---

Class 5

21 Outubro 2014, 09:30 • Raquel M. Gaspar

2 Portfolio Selection Models

2.1 Constant Correlation Model

2.1.1 Motivation

2.1.2 Choosing the Efficient Portfolios

2.2 Single index Model

2.2.1 Underlying Ideas

2.2.2 Model Assumptions

2.2.3 Characteristics of Single-index models

2.2.4 Using the Model

2.2.5 A measure of non-diversifiable risk

---