Sumários
CAPM
6 Outubro 2026, 13:00 • Szabolcs Sebestyén
An Algebraic Derivation of the CAPM
The CAPM and Empirical Evidence
R workbook
Modern portfolio theory
22 Setembro 2026, 13:00 • Szabolcs Sebestyén
The Mathematics of the Efficient Frontier: The Markowitz Model
Efficient Portfolio and Risk-Free Rate: The Tobin Model
Shortcomings of the Markowitz/Tobin Model