Sumários
The APT
7 Novembro 2024, 13:00 • Szabolcs Sebestyén
Quiz 3
Factor models
The market model
Pricing with factors
Identifying the factors
Applications
The CAPM
5 Novembro 2024, 13:00 • Szabolcs Sebestyén
Introduction
The traditional approach to the CAPM
The standard CAPM
The CAPM and empirical evidence
Portfolio theory
29 Outubro 2024, 13:00 • Szabolcs Sebestyén
Efficient Portfolio and Risk-Free Rate
Optimal Portfolio for Mean-Variance Investors
Portfolio theory
17 Outubro 2024, 13:00 • Szabolcs Sebestyén
Quiz 2
Diversification and the Efficient Frontier
The Mathematics of the Efficient Frontier