Home study.

21 Outubro 2013, 10:00 • RAQUEL MARIA MEDEIROS GASPAR

Home study.

No class.

Representing ISEG in a Financial tour of Chicago

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Class 5

14 Outubro 2013, 10:00 • RAQUEL MARIA MEDEIROS 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

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Class 4

11 Outubro 2013, 10:00 • RAQUEL MARIA MEDEIROS 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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Class 4

7 Outubro 2013, 10:00 • RAQUEL MARIA MEDEIROS 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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Class 3

4 Outubro 2013, 10:00 • RAQUEL MARIA MEDEIROS GASPAR

3 Elements of Capital Markets(cont.)

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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

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