Sumários
Home study.
21 Outubro 2013, 10:00 • Raquel M. Gaspar
Home study.
No class.
Representing ISEG in a Financial tour of Chicago
Class 5
14 Outubro 2013, 10:00 • Raquel M. Gaspar
1 Mean Variance Portfolio Theory
...
1.4 The Efficient Frontier
1.5 The Efficient Frontier Analytical Deduction
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 4
11 Outubro 2013, 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
Class 4
7 Outubro 2013, 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
Class 3
4 Outubro 2013, 10:00 • Raquel M. Gaspar
3 Elements of Capital Markets(cont.)
...
3.2 Trading mechanics
3.3 The role of information
4 Agents in Financial Markets
4.1 The Supervisory Authority
4.2 Financial Intermediaries
4.3 Investment Funds
4.4 Investors
Part II - Portfolio Theory
1 Mean Variance Portfolio Theory
1.1 Risk and Return