Sumários
Mid-Term Test - Revision Q&A Session (Optional)
28 Outubro 2024, 17:00 • Andrea Meireles
Optional revision Q&A session (online via Zoom) in preparation for the mid-term test.
Modern Portfolio Theory. Return and Risk.
24 Outubro 2024, 09:30 • Andrea Meireles
Modern Portfolio Theory.
Return and risk of a single security: rate of return, expected return, and variance (and standard deviation) of a security's rate of return.
Portfolio: value, relative weights, and rate of return.
TSIR Estimation. Bootstrapping.
22 Outubro 2024, 09:30 • Andrea Meireles
TSIR Estimation. Bootstrapping.
Rates of Return. TSIR Estimation.
17 Outubro 2024, 09:30 • Andrea Meireles
Rates of return: yield to maturity, and realised compound return.
TSIR estimation.