Risk aversion

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Related lectures (32)

Quantitative Risk Management: Risk Measures

Covers risk measures used for determining risk capital and capital adequacy.

Macrofinance: Models and Policy Decisions

Covers macroeconomic models incorporating financial markets and analyzing financial decisions, macroeconomic events, and policy decisions.

Uncertainty Quantification for Coarse-Grained Molecular Dynamics

Delves into uncertainty quantification in molecular dynamics, focusing on aerospace materials, modeling decisions, and coarse-grained dynamics.

Dynamic Portfolio Choice: Wealth Dynamics and HJB Equation

Covers dynamic portfolio choice, wealth dynamics, HJB equation, and asset pricing puzzles.

Risk Assessment: Understanding Uncertainty in Environmental Projects

Covers risk and uncertainty in environmental projects, focusing on cost-benefit analysis and the concept of certainty equivalent for risk-averse individuals.

Efficient Portfolio: CAPM Application

Explores efficient portfolios and the CAPM model in finance, analyzing risk, returns, and market relationships.

Decision Theory: Risk and Hypothesis Testing

Covers decision theory, risk functions, and hypothesis testing in statistical inference.

Global Model: Consumption and Prices

Covers a global model with two countries, consumption, prices, and market clearing.

Mean-Variance Portfolio Optimization

Explores Mean-Variance Utility, optimal portfolio choice, diversification benefits, efficient frontiers, and risk-free assets in portfolio optimization.

Validation and k-Nearest Neighbors Method

Introduces supervised learning concepts and the k-Nearest Neighbors method for classification and regression tasks.

Financial Economics: Portfolio Choice

Explores financial economics, mean-variance portfolio choice, asset valuation, efficient frontiers, and risk-aversion impact.

Market Structure: Portfolio, Arbitrage, and Consumption

Explores market structure, portfolio holdings, arbitrage, state prices, and optimal consumption-portfolio choices.

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