Sumários
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
Modern portfolio theory
17 setembro 2026, 13:00 • Szabolcs Sebestyén
Introduction
Mean-Variance Preferences
Diversification and the Efficient Frontier
Introduction
15 setembro 2026, 13:00 • Szabolcs Sebestyén
The Role of Financial Markets
Portfolio Choice and Asset Pricing