Sumários
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2 Novembro 2021, 13:00 • Rita Sousa
Problem set 3, exercise 3 part (c), exercise 4
CAPM
- Introduction
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28 Outubro 2021, 13:00 • Rita Sousa
Optimal portfolio for mean-variance investors
Problem set 3, exercises 2 and 3, parts (a)-(b)
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26 Outubro 2021, 13:00 • Rita Sousa
The mathematics of the efficient frontier
Efficient portfolio and risk-free rate
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14 Outubro 2021, 13:00 • Rita Sousa
MPT
- Introduction
- Mean-variance preferences
- Diversification and the efficient frontier