Sumários
4 Novembro 2025, 09:30
•
Andrea Sofia Meireles Rodrigues
Review of basic probability concepts: covariance and correlation.
Return and risk in portfolios: rate of return, expected return, and the variance (and standard deviation) of a portfolio's rate of return. Example 3.1.9(c)–(d) and Exercise 3.1(a).
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).
28 Outubro 2025, 09:30
•
Andrea Sofia Meireles Rodrigues
TSIR estimation, bootstrapping. Exercises 2.10 and 2.11.
24 Outubro 2025, 14:00
•
Andrea Sofia Meireles Rodrigues
Revision Q&A session (optional) for mid-term test preparation.
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.
