Na nossa vigésima quarta aula de finanças apresentamos a relação entre alocações em equilíbrio e otimalidade de pareto. Esses são os slides usados em sala.
Referências
Principles of Financial Economics - Stephen F. LeRoy and Jan Werner
Microeconomic Theory - Andreu Mas-Colell and Michael D. Whinston
Saturday, December 3, 2016
Aula 23: CCAPM
Na nossa vigésima terceira aula de finanças apresentamos o CCAPM. Esses são os slides usados em sala.
Referências
Principles of Financial Economics - Stephen F. LeRoy and Jan Werner
John Cochrane - Asset Pricing
Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange - Keith Cuthbertson and Dirk Nitzsche
Recursive Macroeconomic Theory - Lars Ljungqvist and Thomas J. Sargent
Referências
Principles of Financial Economics - Stephen F. LeRoy and Jan Werner
John Cochrane - Asset Pricing
Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange - Keith Cuthbertson and Dirk Nitzsche
Recursive Macroeconomic Theory - Lars Ljungqvist and Thomas J. Sargent
Aula 22: Carteira Ótima com vários ativos
Na nossa vigésima segunda aula de finanças apresentamos o problema de escolha de carteira com vários ativos. Esses são os slides usados em sala.
Referências
Principles of Financial Economics - Stephen F. LeRoy and Jan Werner
Foundations for Financial Economics - Chi-Fu Huang and Robert H. Litzenberger
Modern Portfolio Theory and Investment Analysis - Edwin J. Elton and Martin J. Gruber
Optimization Methods in Finance - Gerard Cornuejols and Reha Tutuncu
Portfolio Optimization: Beyond Markovitz - Marnix Engels"
Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange - Keith Cuthbertson and Dirk Nitzsche
Referências
Principles of Financial Economics - Stephen F. LeRoy and Jan Werner
Foundations for Financial Economics - Chi-Fu Huang and Robert H. Litzenberger
Modern Portfolio Theory and Investment Analysis - Edwin J. Elton and Martin J. Gruber
Optimization Methods in Finance - Gerard Cornuejols and Reha Tutuncu
Portfolio Optimization: Beyond Markovitz - Marnix Engels"
Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange - Keith Cuthbertson and Dirk Nitzsche
Aula 21: Carteira Ótima com um ativo livre de risco e um arriscado
Na nossa vigésima primeira aula de finanças apresentamos o problema de escolha de carteira com dois ativos: um livre de risco e um arriscado. Esses são os slides usados em sala.
Referências
Principles of Financial Economics - Stephen F. LeRoy and Jan Werner
Foundations for Financial Economics - Chi-Fu Huang and Robert H. Litzenberger
Modern Portfolio Theory and Investment Analysis - Edwin J. Elton and Martin J. Gruber
Optimization Methods in Finance - Gerard Cornuejols and Reha Tutuncu
Portfolio Optimization: Beyond Markovitz - Marnix Engels"
Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange - Keith Cuthbertson and Dirk Nitzsche
Referências
Principles of Financial Economics - Stephen F. LeRoy and Jan Werner
Foundations for Financial Economics - Chi-Fu Huang and Robert H. Litzenberger
Modern Portfolio Theory and Investment Analysis - Edwin J. Elton and Martin J. Gruber
Optimization Methods in Finance - Gerard Cornuejols and Reha Tutuncu
Portfolio Optimization: Beyond Markovitz - Marnix Engels"
Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange - Keith Cuthbertson and Dirk Nitzsche
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