Financial Markets (2 º Sem 2020/2021)


Linhas Programáticas

1.Introduction to Investments and Markets
1.1.The economic theory of choice
1.2.Financial Securities
1.3.Financial Markets
2.Portfolio Analysis
2.1.Mean Variance Portfolio Theory
2.1.1.The Characteristics of the Opportunity Set under Risk
2.1.2.Delineating Efficient Portfolios
2.1.3.Techniques for Calculating the Efficient Frontier
2.2.Simplifying the Portfolio Selection Process
2.2.1.The Single-Index Model
2.3.Selecting the Optimum Portfolio
2.3.1. How to Select among the Portfolios in the Opportunity Set
2.4. Estimating Expected Returns
2.4.1.Models of equilibrium in Capital Markets - The Capital Asset Pricing Model (CAPM)
2.4.2.Other Ways to Estimate Expected Returns
2.5.Widening the Selection Universe
2.5.1.The International Diversification
3.Security Analysis
3.1.Efficiency in financial markets
3.2.The Valuation Process ? Common Stocks
3.3.The Valuation Process ? Bonds
3.3.1.Interest Rate Theory and the Pricing of Bonds
3.3.2.The Management of Bond Portfoli