Class 7

8 Novembro 2013, 10:00 • Raquel M. Gaspar

3 Selecting the Optimal Portfolio

3.1 Utility Theory

...

3.1.2 Under uncertainty

3.1.3 Utility functions and their properties

3.1.4 Risk tolerance functions

3.1.5 The Choice of the optimal portfolio

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Class 7

4 Novembro 2013, 10:00 • Raquel M. Gaspar

3 Selecting the Optimal Portfolio

3.1 Utility Theory

...

3.1.2 Under uncertainty

3.1.3 Utility functions and their properties

3.1.4 Risk tolerance functions

3.1.5 The Choice of the optimal portfolio

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Class 6

1 Novembro 2013, 10:00 • Raquel M. Gaspar

2 Portfolio Selection Models

...

2.2 Single index Model

2.2.1 Underlying Ideas

2.2.2 Model Assumptiond

2.2.3 Characteristics of Single-index models

2.2.4 Using the Model

2.2.5 A measure of non-diversifiable risk

2.2.6 Beta Estimations

2.2.7 Choosing Efficient Portfolios

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   

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Class 6

28 Outubro 2013, 10:00 • Raquel M. Gaspar

2 Portfolio Selection Models

...

2.2 Single index Model

2.2.1 Underlying Ideas

2.2.2 Model Assumptiond

2.2.3 Characteristics of Single-index models

2.2.4 Using the Model

2.2.5 A measure of non-diversifiable risk

2.2.6 Beta Estimations

2.2.7 Choosing Efficient Portfolios

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   

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Home Study

25 Outubro 2013, 10:00 • Raquel M. Gaspar

Home study.

No class.

Representing ISEG in a Financial tour of Chicago!

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