Sumários

Modern Portfolio Theory: Return and Risk

30 Outubro 2025, 09:30 • Andrea Sofia Meireles Rodrigues

Portfolio theory: investment decision (bottom up vs. top down approaches).
Return and risk: key factors influencing investment decisions; non-satiation and risk-aversion; market model; rate of return, expected return, variance and standard deviation of a single security. Example 1 and Example 3.1.3(a).
Portfolios, value of a portfolio, and relative weight of a security. Example 3.1.9(a)–(b).

Bonds: TSIR Estimation

28 Outubro 2025, 09:30 • Andrea Sofia Meireles Rodrigues

TSIR estimation, bootstrapping. Exercises 2.10 and 2.11.

Mid-Term Test: Revision Q&A Session (Optional)

24 Outubro 2025, 14:00 • Andrea Sofia Meireles Rodrigues

Revision Q&A session (optional) for mid-term test preparation.

Bonds: Rates of Return

23 Outubro 2025, 09:30 • Andrea Sofia Meireles Rodrigues

Rates of return: yield to maturity (YTM) and realised compound yield (RCY).
Exercises 2.8 and 2.9.

Bonds: Rates of Return

21 Outubro 2025, 09:30 • Andrea Sofia Meireles Rodrigues

Rates of return: yield to maturity (YTM) and realised compound yield (RCY).
Example 2.4.7, Exercise 2.7, and Example 2.8(a).