Sumários

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21 Setembro 2021, 13:00 Rita Sousa


Problem set 1

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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?

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13 Setembro 2021, 13:00 Rita Sousa


Introduction