Sumários

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.

Modern Portfolio Theory. Return and Risk.

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

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 Sofia Meireles Rodrigues

TSIR Estimation. Bootstrapping.

Rates of Return. TSIR Estimation.

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

Rates of return: yield to maturity, and realised compound return.
TSIR estimation.