Sumários
Lecture 5
11 Outubro 2024, 09:30 • Raquel M. Gaspar
Investment opportunity set (IOS). Efficient frontiers (EF).
Portfolios of two risky assets.
Introducing the riskless asset with different passive and active interest rates.
Two risky assets and a riskless asset.
Finding the tangent portfolio.
Including shortselling restrictions.
Lecture 4
4 Outubro 2024, 09:30 • Raquel M. Gaspar
Variance of individual assets and portfolios. Volatility as a measure of risk.
Analysis of risk diversification using homogeneous portfolios.
Other measures of risk.
Introduction to mean-variance theory (MVT). MVT assumptions and inputs
Lecture 3
27 Setembro 2024, 09:30 • Raquel M. Gaspar
Security market indices.
Pooled investments. Portfolio concepts.
Lecture 2
20 Setembro 2024, 09:30 • Raquel M. Gaspar
Financial asset class classification.
Equity market instruments.
Fixed income markets instruments.
Derivative instruments.
Trading in financial markets.