Sumários
Choice theory, utility functions, and risk aversion
25 Setembro 2025, 13:00 • Szabolcs Sebestyén
Constant Absolute Risk Aversion
Constant Relative Risk Aversion
Quadratic Utility
Choice theory, utility functions, and risk aversion
23 Setembro 2025, 13:00 • Szabolcs Sebestyén
Risk aversion
- How to measure risk aversion?
- Interpreting risk aversion
- Risk premium and certainty equivalent
Choice theory, utility functions, and risk aversion
18 Setembro 2025, 13:00 • Szabolcs Sebestyén
An introduction to choice theory
- Dominance
- Choice theory under certainty
- Choice theory under uncertainty
- How restrictive is expected utility theory?