Archive année 2020-2021 M1 Mathématiques appliquées à l'économie e ...

This course is concerned with the theory of portfolio selection under the simplifying assumption that investors care only about two aspects of their portfolio returns: the expected returns and the variance of the portfolio. Under this assumption we characterize the feasible and efficient portfolios and the nature of the trade off between risk and expected returns. In the second part, we then look at the implications for market equilibrium and asset pricing. 

Organization: the lecture will be given in real time by zoom during the scheduled class hours. Please note that there will not be any recordings of the lecture made available.  Therefore, the course is suited only to students who are able to attend the zoom lecture at the scheduled time. If and when the circumstances permit, we will go back to in-person classes. 

Informations sur l'espace de cours

Rattachements à l'offre de formation