Sumários

Computer Class 1

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

Solving FMI exercises in Excel:

  • Computer Assignment 1
  • Computer Assignment 2

Class 8

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

3. Return Generating Models

3.1 Constant Correlation Models

3.2 Single factor Models

3.3 Multi factor Models

Class 7

31 Outubro 2018, 14:00 • Raquel M. Gaspar

Solving Exercises

2.6 Portfolio Protection and safety first criteria

2.7 International Diversification

Class 6

24 Outubro 2018, 14:00 • Raquel M. Gaspar

PART II - THEORY OF PORTFOLIO MANAGEMENT

2. MVT

2.3 Finding the Efficient Frontier

  • Finding T
  • Considering various shortselling and/or borrowing restrictions
  • Application exercise in EXCEL

2.4 The General Case (3 or more risky assets)

  • The envelop hyperbola

Class 5

17 Outubro 2018, 14:00 • Raquel M. Gaspar

PART II - THEORY OF PORTFOLIO MANAGEMENT

2. MVT

  • just two risky assets
  • including the riskless asset (w/ possibiliy different active and passive rates)
  • two risky assets AND the riskless asset (w/ various scenarios concerning shortselling and borrowing)