Sumários

MPT: Capital Asset Pricing Model

27 Novembro 2025, 09:30 • Andrea Sofia Meireles Rodrigues

Exercise 3.5(i)–(k).
Diversification: total risk, systematic risk vs. specific risk, and well-diversified portfolios.
Capital Asset Pricing Model (CAPM): assumptions (market structure and investor's behaviour) and consequences, market portfolio, separation theorem, capital market line (CML).

MPT: Markowitz Model, Tobin Model & Diversification

25 Novembro 2025, 09:30 • Andrea Sofia Meireles Rodrigues

Exercise 3.5(e)–(h).
Diversification and risk: two securities, multiple securities, systematic vs. unsystematic risk.

MPT: Markowitz Model & Tobin Model

20 Novembro 2025, 09:30 • Andrea Sofia Meireles Rodrigues

Exercise 3.3(o)–(s), and exercise 3.5(a)–(d).

MPT: Tobin Model

18 Novembro 2025, 09:30 • Andrea Sofia Meireles Rodrigues

Tobin model: risk-free security, capital allocation line (CAL) and Sharpe ratio, global efficient frontier (GEF), tangency portfolio, optimal portfolio, and separation theorem. Exercise 3.3 (j)–(o).

MPT: Markowitz Model & Tobin Model

13 Novembro 2025, 09:30 • Andrea Sofia Meireles Rodrigues

Markowitz model: indifference curves and optimal optimal portfolio. Exercise 3.3(f)–(i).
Tobin model: assumptions, risk-free security, capital allocation line (CAL).