Sumários
#3
12 Outubro 2022, 13:00 • Rita Sousa
Choice theory, utility functions, and risk aversion
· How to measure risk aversion?
· Interpreting risk aversion
· Risk premium and certainty equivalent
#2
11 Outubro 2022, 13:00 • Rita Sousa
Choice theory, utility functions, and risk aversion
· Choice theory under certainty
· Choice theory under uncertainty
· How restrictive is expected utility theory? The Allais Paradox
· Definition of risk aversion