Sumários

(18/11/2008)

18 Novembro 2008, 18:00 • Raquel M. Gaspar

6 - Representative Agents Theorems

  • Complete Models
  • Pareto Optimality
  • Constructing the Representative Agent
  • Other Aggregation Results
  • Thoughts on the Representative Agent

(11/11/2008)

11 Novembro 2008, 18:00 • Raquel M. Gaspar

5- Expected Utility Theory

  • Expected Utility
  • Risk Aversion
  • Utility Functions
  • Stochastic Dominance

(04/11/2008)

4 Novembro 2008, 18:00 • Raquel M. Gaspar

Recap on Utility Theory

  • Risk Aversion
  • Utility Functions

(03/11/2008)

3 Novembro 2008, 20:30 • Raquel M. Gaspar

Exercise Class. Problem Set 1

(27/10/2008)

27 Outubro 2008, 20:30 • Raquel M. Gaspar

4- Arbitrage Pricing Theory (APT)

  • Notation and Assumptions
  • Ideas of APT
  • Derivation
  • Connections
  • Exercises 9 and 10, PS1