Sumários
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20 Setembro 2021, 13:00 • Rita Sousa
Risk aversion
- Risk premium and certainty equivalent
- CARA
- CRRA
- Quadratic utility
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16 Setembro 2021, 13:00 • Rita Sousa
Risk aversion
- How to measure risk aversion?
- Interpreting risk aversion
- Risk premium and certainty equivalent
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14 Setembro 2021, 13:00 • Rita Sousa
An introduction to choice theory
- Dominance
- Choice theory under certainty
- Choice theory under uncertainty
- How restrictive is expected utility theory? The Allais paradox
Risk aversion
- How to measure risk aversion?