Sumários
11 Novembro 2025, 09:30
•
Andrea Meireles
Markowitz model: mathematical formulation of investment
opportunity set, portfolio frontier, global minimum variance portfolio
(GMVP), efficient frontier, and optimal portfolio. Exercise 3.3(a)–(e).
6 Novembro 2025, 11:10
•
Andrea Meireles
Mid-term test: viewing of marked scripts (optional in-person session).
6 Novembro 2025, 09:30
•
Andrea Meireles
Risk and return: Exercise 3.1(b) and Example 3.2.6.
Markowitz model: introduction, assumptions, weight space, investment opportunity set, portfolio frontier, global minimum variance portfolio (GMVP), efficient frontier, simplifications in portfolio choice, and utility. Example 3.2.25.
4 Novembro 2025, 09:30
•
Andrea Meireles
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 Meireles
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).
