Class 12

12 Dezembro 2018, 14:00 • Raquel M. Gaspar

3. Market Efficiency

4. Behavioral Finance

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Class 11 (extra)

6 Dezembro 2018, 10:00 • Raquel M. Gaspar

PART IV - MODELS OF EQUILIBRIUM IN CAPITAL MARKETS

1. Capital Asset Pricing Model (CAPM)

2. Arbitrage Pricing Theory (APT)

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Computer Class 2

5 Dezembro 2018, 14:00 • Raquel M. Gaspar

Solving FMI exercises in EXCEL:

• Computer Assignment 2b
• Computer Assignment 3

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Class 10

28 Novembro 2018, 14:00 • Raquel M. Gaspar

3. ALternatives to Utility

3.1 Maximizing long-term growth

3.2 Stochastic dominace

3.3 Safety first criteriua

3.4 Other risk measures

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Class 9

21 Novembro 2018, 14:00 • Raquel M. Gaspar

PART III - SELECTING OPTIMAL PORTFOLIOS

1. Investors

2. Expected Utility Theory (EUT)

2.1+2.2+2.3 Utility Theory

2.4 Risk Tolerance functions

2.5 Optimal Portfolios

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