Sumários
Lecture 09
27 Novembro 2020, 10:00 • Raquel M. Gaspar
From utilities to risk tolerance functions (RTF).
Indifference curves of RTFs.
Theq uadratic utility function and its importance. 2nd order Taylor approximations to RTFs.
Recordings:
Part 1: https://web.microsoftstream.com/video/524ec7be-9785-4d0b-a1d6-35b788fed2d5
Part 2: https://web.microsoftstream.com/video/2a0a6041-07a7-47fa-9b0e-cc4684412737
Tutorial 10 (45min, online)
24 Novembro 2020, 09:00 • Raquel M. Gaspar
Solving (part of) the Computer Assignment 3 in Excel.
Recording: https://web.microsoftstream.com/video/2a492f57-c09d-4745-9c47-e9745269b8b8
Lecture 08
20 Novembro 2020, 10:00 • Raquel M. Gaspar
Investor risk profiling.
Expected utility theory (EUT). Axioms of EUT and its usage.
From questionnaires to utility functions. Properties of utility functions. Absolute and relative measures of risk aversion.
Recordings:
Part 1: https://web.microsoftstream.com/video/d38e99ae-b6a0-43a5-bf04-628f7b61440b
Part 2: https://web.microsoftstream.com/video/9fa4b497-6461-4ff6-b9d1-8be3c28cb89f
Part 3: https://web.microsoftstream.com/video/e524a8fe-4750-4791-91fd-940cb37cf6ea
Tutorial 09 (45min, online)
17 Novembro 2020, 09:00 • Raquel M. Gaspar
Quiz 2, covering Part II of the course.
No recording.