Sumários

Tutorial 7

19 Novembro 2024, 09:30 • Raquel M. Gaspar

Solving Computer Assignment 3, part 2.

Lecture 9

15 Novembro 2024, 09:30 • Raquel M. 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.

Tutorial 6

12 Novembro 2024, 13:00 • Raquel M. Gaspar

Solving Computer Assignment 3, part 1

Lecture 8

8 Novembro 2024, 09:30 • 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.

Tutorial 5

5 Novembro 2024, 13:00 • Raquel M. Gaspar

Computer Assignment 2, part 2.