Lecture 10

17 Novembro 2022, 14:00 • Raquel M. Gaspar

From utilities to risk tolerance functions (RTF). Indifference curves of RTFs. The quadratic utility functions and its importance. 2^nd order Taylor approximations to RTFs. Finding optimal portfolios. Exercises. Alternatives to EUT.

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Lecture 10

17 Novembro 2022, 10:00 • Raquel M. Gaspar

From utilities to risk tolerance functions (RTF). Indifference curves of RTFs. The quadratic utility functions and its importance. 2^nd order Taylor approximations to RTFs. Finding optimal portfolios. Exercises. Alternatives to EUT.

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Tutorial 07

11 Novembro 2022, 14:30 • Raquel M. Gaspar

Solving Computer Assignment 03 in Excel: choosing optimal portfolios for investors.

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Tutorial 07

11 Novembro 2022, 14:30 • Raquel M. Gaspar

Solving Computer Assignment 03 in Excel: choosing optimal portfolios for investors.

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Lecture 09

10 Novembro 2022, 14:00 • 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.

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