Class 7

9 Abril 2013, 14:00 • Raquel M. Gaspar

5. Investment Strategies

5.1 Passive Fixed-income Portfolio Management

5.2 Active Fixed-income Portfolio Management

5.2.1 Market Timing

5.2.2 Bond Picking

5.3 Performance Measurement on Fixed-income Portfolios

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Class 7

9 Abril 2013, 09:30 • Raquel M. Gaspar

5. Investment Strategies

5.1 Passive Fixed-income Portfolio Management

5.2 Active Fixed-income Portfolio Management

5.2.1 Market Timing

5.2.2 Bond Picking

5.3 Performance Measurement on Fixed-income Portfolios

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Class 6

2 Abril 2013, 14:00 • Raquel M. Gaspar

4. Hedging Interest Rate Risk

4.1 Interest Rate Risk - characteristics

4.2 Interest Rate Risk - sensitivity measures I

4.3 Hedging - classic and contingent

4.4 Hedging Bond Portfolios - part I

4.5 Interest Rate Risk - sensitivity measures II

4.6 Hedging Bond Portfolios - part II

4.7 Hedging Bond Portfolios - part III

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Class 6

2 Abril 2013, 09:30 • Raquel M. Gaspar

4. Hedging Interest Rate Risk

4.1 Interest Rate Risk - characteristics

4.2 Interest Rate Risk - sensitivity measures I

4.3 Hedging - classic and contingent

4.4 Hedging Bond Portfolios - part I

4.5 Interest Rate Risk - sensitivity measures II

4.6 Hedging Bond Portfolios - part II

4.7 Hedging Bond Portfolios - part III

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Class 5

19 Março 2013, 14:00 • Raquel M. Gaspar

Case Study: Caligrating the Euro IRTS

Trip to Frankfurt

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