Class 5

20 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

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Class 4

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

1 Mean Variance Portfolio Theory

...

1.4 The Efficient Frontier

1.5 The Efficient Frontier Analytical Deduction

 

Application Exercises in EXCEL

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Class 4

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

1 Mean Variance Portfolio Theory

...

1.4 The Efficient Frontier

1.5 The Efficient Frontier Analytical Deduction

 

Application Exercises in EXCEL

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Class 4

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

1 Mean Variance Portfolio Theory

...

1.4 The Efficient Frontier

1.5 The Efficient Frontier Analytical Deduction

 

Application Exercises in EXCEL

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Class 3

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

Part II - Portfolio Theory

            1 Mean Variance Portfolio Theory

                      ...

        1.2 Combinations of two Assets

                       1.2.1 Diversification

                       1.2.2 Shortselling

                       1.2.3 Including a risk free asset

                       1.2.4 Three or more assets

            1.3 The Shape of the investment opportunity set

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