PART V– EFFICIENCY IN FINANCIAL MARKETS

12 Dezembro 2012, 08:00 • Alfredo Egídio dos Reis

PART V- EFFICIENCY IN FINANCIAL MARKETS
1. Forms of efficiency
2. Testing market's efficiency
3. Week and strong arbitrage and markets efficiency
4. "Anomalies" existent in financial markets

---

PART IV - PORTFOLIO ANALYSIS

6 Dezembro 2012, 12:30 • WILLIAM HILEBRAND

1. Stock Valuation Models

Exercises 1, 2, 5 and 6 , Chapter 19, EGBG

---

PART IV - PORTFOLIO ANALYSIS

5 Dezembro 2012, 09:30 • WILLIAM HILEBRAND

1. Stock Valuation Models

Exercises 1, 2 and 6 , Chapter 19, EGBG

---

IV- Portfolio analysis

5 Dezembro 2012, 08:00 • Alfredo Egídio dos Reis

2. Basics on Bonds' Valuation
2.1 Cash-flows
2.2 Spot vs forward interest rates
2.3 Yield-to-maturity
2.4 Term structures
2.5 Credit Risk
3. Evaluation of Portfolio Performance
3.1 Return measures
3.2 Risk Measures
3.3 Return and risk Measures
3.4 Other measures of performance
3.5 Problems with performance evaluation
4. Portfolio Management
4.1 Active Management
4.2 Passive versus Active

---

PART III - MODELS OF EQUILIBRIUM IN CAPITAL MARKETS

29 Novembro 2012, 12:30 • WILLIAM HILEBRAND

2. APT- Arbitrage Pricing Model

Exercises 10.1 and 10.2 of the booklet of exercises.

---