Sumários
Tobin's Model.
21 Novembro 2024, 09:30 • Andrea Sofia Meireles Rodrigues
Tobin's model.
Assumptions.
Risk-free security.
Capital Allocation Lines (CAL).
Global efficient frontier.
Tangency portfolio.
Tobin's Model.
19 Novembro 2024, 09:30 • Andrea Sofia Meireles Rodrigues
Tobin's model.
Assumptions.
Risk-free security.
Capital Allocation Lines (CAL).
Global efficient frontier.
Tangency portfolio.
Markowitz Model.
14 Novembro 2024, 09:30 • Andrea Sofia Meireles Rodrigues
Markowitz model: weight space and investment opportunity set, portfolio frontier, global minimum-variance portfolio, efficient frontier, utility function and indifference curves, optimal portfolio.
Markowitz Model.
12 Novembro 2024, 09:30 • Andrea Sofia Meireles Rodrigues
Markowitz Model.
Investment opportunity set.
Portfolio frontier.
Global minimum-variance portfolio.
Efficient frontier.
Utility function and indifference curves.
Optimal portfolio.
Mid-Term Test - Viewing Session (Optional)
7 Novembro 2024, 11:00 • Andrea Sofia Meireles Rodrigues
Script viewing session.