Sumários
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.
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.