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17 Fevereiro 2022, 14:30 • Rita Sousa

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Practical lecture

Working with concepts:

- expected return and standard deviation of an asset

- expected return and standard deviation of a portfolio with two assets

- diversification, unsystematic and systematic risks

Problem Set 1, solved in class.

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16 Fevereiro 2022, 14:30 • Rita Sousa

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The problem of portfolio selection

Diversification effect: a first approach

Portfolio variance with different ρ

Optimal Portfolio Selection

Portfolios of Two Risky Assets, Debt fund end Equity fund

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10 Fevereiro 2022, 11:00 • Rita Sousa

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A few concepts: arithmetic and geometric mean,expected return, standard deviation, variance, covariance and correlation

Computation of standard deviation and expected return

Portfolios definiton, Markowitz approach

Portfolios of Two Risky Assets

Portfolios of Two Three Assets

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8 Fevereiro 2022, 11:00 • Rita Sousa

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1. Course outline

2. Syllabus

3. Assessment methods

4. Introduction to financial economics and portfolio theory