Class 12

13 Dezembro 2013, 10:00 • Raquel M. Gaspar

Course Recap

Exercises from Previous Exams

(class taught in advance on the 09/12/2013, 14-17h, Anf 21, F1)

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Class 12

9 Dezembro 2013, 10:00 • Raquel M. Gaspar

Course Recap

Exercises from Previous Exams

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Class 11

6 Dezembro 2013, 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

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Class 11

2 Dezembro 2013, 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

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class 10

29 Novembro 2013, 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

 

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