Lectures related to Isoelastic utility

Dynamic Portfolio Selection

Explores dynamic portfolio selection, log-utility functions, risk aversion, and optimal control problems in financial markets.

Asset Pricing: Risk-Neutral Measure and State Prices

Covers risk-neutral measure, state prices, utility functions, and risk aversion in asset pricing.

Dynamic Portfolio Selection

Explores dynamic portfolio selection, utility functions, risk aversion, and log-utility in financial markets.

Optimal Betting Strategy

Explores the optimal betting strategy in a dynamic programming gambling problem, emphasizing risk preference impact.

Risk Aversion and Utility Functions

Explores risk aversion, utility functions, and their impact on consumption responses and financial decisions.

Asset Pricing Theory: Risk Aversion and Utility Functions

Explores risk aversion, utility functions, and asset pricing theory, including classic models and the Kreps-Porteus-Epstein-Zin utility function.

Expected Utility and Risk-Aversion

Explores expected utility theory, risk-aversion, utility functions, and decision-making under uncertainty.

Stochastic Optimal Control: Martingale Theorem

Explores Stochastic Optimal Control, emphasizing Optimal Consumption and Investment, the Martingale Representation Theorem, and the Verification Theorem.

Asset Pricing: Utility Functions and Risk Management

Explores utility functions and risk management in asset pricing under uncertainty.

Risk Aversion and Complete Markets

Explores risk aversion, complete markets, and optimal behavior in macro-finance models.

Global Model: Consumption and Prices

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

Equity Premium Puzzle

Explores the Equity Premium Puzzle and its macrofinance implications.

Specification of the deterministic part

Covers the specification of the deterministic part in choice models.

Choice Models: Specification and Heterogeneity

Covers the specification of choice models with qualitative attributes and discusses modeling heterogeneity through segmentation.

Choice Models: Piecewise Linear Specification

Introduces the piecewise linear specification in choice models, illustrating how sensitivity to travel time varies.

Specification of the deterministic part

Explores piecewise linear specifications in choice models and their impact on sensitivity to travel time.

International Portfolio Allocation

Explores the optimization of international portfolio allocation and the principles of comparative advantage in trade.

Panel data: dynamic model

Explores the dynamic model for panel data analysis and the Markov assumption.

Pareto Efficiency: Social Planner's Problem

Explains Pareto efficiency, social planner's problem, and optimal consumption allocation in complete markets.

Skills and Education Curricula

Examines the influence of non-cognitive skills on life outcomes, interventions to enhance these skills, and ethical considerations.