Sumários
Lecture 13
29 Novembro 2024, 09:30 • Raquel M. Gaspar
Recap and overview of the entire course.
Structure of the exam. Solving previous exams.
Lecture 12
26 Novembro 2024, 09:30 • Raquel M. Gaspar
Arbitrage Pricing Models (APT).
Forms of market efficiency and its tests.
Lecture 11
22 Novembro 2024, 09:30 • Raquel M. Gaspar
Alternative methods: risk measures.
Equilibrium Models. Capital Asset Pricing Model (CAPM).
Standard and non-standard forms of CAPM. Testing CAPM.
Lecture 10
19 Novembro 2024, 13:00 • Raquel M. Gaspar
Alternative methods: Max geometric mean, stochastic dominance.