Sumários

Markowitz Model.

7 Novembro 2024, 09:30 • Andrea Sofia Meireles Rodrigues

Markowitz Model.
Weight space and investment opportunity set.
Portfolio frontier.
Global minimum-variance portfolio.
Efficient frontier.
Exercises.

Markowitz Model.

5 Novembro 2024, 09:30 • Andrea Sofia Meireles Rodrigues

Markowitz model.
Assumptions.
Weight set and investment opportunity set.
Portfolio frontier.
Global minimum variance portfolio.
Efficient frontier.

Portfolio Theory. Return and risk.

31 Outubro 2024, 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.

Mid-Term Test

29 Outubro 2024, 09:30 • Andrea Sofia Meireles Rodrigues

Mid-term test (covering Chapters 1 and 2).

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

28 Outubro 2024, 17:00 • Andrea Sofia Meireles Rodrigues

Optional revision Q&A session (online via Zoom) in preparation for the mid-term test.