Sumários
Portfolio theory
26 Outubro 2023, 13:00 • Szabolcs Sebestyén
Efficient portfolio and risk-free rate
Optimal portfolio for mean-variance investors
Portfolio theory
24 Outubro 2023, 13:00 • Szabolcs Sebestyén
Diversification and the efficient frontier
The mathematics of the efficient frontier
Portfolio theory
10 Outubro 2023, 13:00 • Szabolcs Sebestyén
Problem set 2, exercise 2, parts (f)-(i)
Modern portfolio theory
- Introduction
- Mean-variance preferences