Sumários

Lecture 9

7 Novembro 2024, 10:00 • RAQUEL MARIA MEDEIROS GASPAR

From utilities to risk tolerance functions (RTF).
Indifference curves of RTFs. The quadratic utility function and its importance. 2nd order Taylor approximations to RTFs.

Lecture 8

31 Outubro 2024, 14:00 • RAQUEL MARIA MEDEIROS 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.

Lecture 8

31 Outubro 2024, 10:00 • RAQUEL MARIA MEDEIROS 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.

Tutorial 2 (joint)

25 Outubro 2024, 15:00 • RAQUEL MARIA MEDEIROS GASPAR

Quiz 2. Discussion of the results.

Tutorial 4 (joint)

25 Outubro 2024, 15:00 • RAQUEL MARIA MEDEIROS GASPAR

Quiz 2. Discussion of the results.