Sumários
Exchange Week: Andrej Bajic
10 Abril 2024, 14:30 • Luciana Barbosa
1.Asset universe
2.Stylized facts on Financial Assets
3.Portfolio Management Process
4.Active vs Passive investing
5.Black – Litterman Approach
6.Case study
Chapter 5: EMH
21 Março 2024, 14:30 • Luciana Barbosa
Efficient
Market hypothesis, Behavioral
Finance and Empirical Evidence on Security Returns
Bodie, Kane and Marcus: Chapter 11, 12 and 13
Problem sets
Chapter 4: CAPM and APT
14 Março 2024, 14:30 • Luciana Barbosa
Equilibrium in Capital Markets: Capital Asset Pricing Model and Arbitrage Pricing Theory.
Based on Bodie, Kane and Marcus: Chapters 9 and 10