Sumários
Portfolio theory
4 Novembro 2025, 13:00 • Szabolcs Sebestyén
Optimal Portfolio for Mean-Variance Investors
Problem set 3, exercises 1 and 2
Portfolio theory
30 Outubro 2025, 13:00 • Szabolcs Sebestyén
Quiz 2
Efficient Portfolio and Risk-Free Rate
Portfolio theory
28 Outubro 2025, 13:00 • Szabolcs Sebestyén
The Mathematics of the Efficient Frontier
Portfolio theory
23 Outubro 2025, 13:00 • Szabolcs Sebestyén
Modern Portfolio Theory
- Introduction
- Mean-Variance Preferences
- Diversification and the Efficient Frontier
Bond pricing in the multi-period binomial model
21 Outubro 2025, 13:00 • Szabolcs Sebestyén
Problem set 2, exercise 2, parts (d)-(i)