Sumários
Investment Strategies
11 Março 2021, 14:30 • Rita Sousa
EXcel Solver
Introduction to Investment Stategies
Behavioral Finance
Investment Process
Market Efficiency
Active vs. Passive Management
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10 Março 2021, 14:30 • Rita Sousa
CAPM and Performance Indicators Conclusion
EXCEL File
Diversifying Internationally Examples taken from previous exams
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4 Março 2021, 14:30 • Rita Sousa
2-4 - CAPM = Capital Asset Pricing Model and Performance Indicators
SML = Security Market Line
Beta
Total Risk, Market Risk and Specific Risk
Alpha of Jensen
Treynor Index
Sharpe Index
M^2
Information or Appraisal Ratio
Sortino Ratio
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3 Março 2021, 14:30 • Rita Sousa
2.3 - The N Assets Case and RF. Tangency Portfolio. Tobin Model. CAL = Capital Allocation Line and CML = Capital Market Line