Lectures related to Expected utility hypothesis

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

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

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

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

Explores expected utility, risk-aversion, insurance premiums, and portfolio choice in asset pricing.

Delves into decision-making under risk, bounded rationality, prospect theory, and framing, with insights from behavioral economics.

Explains the determination of equilibrium state prices in asset pricing through consumption market clearing and budget constraints.

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

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

Covers the specification of the deterministic part in choice models.

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

Covers game theory fundamentals, Nash equilibrium, and strategic interactions in multi-agent systems.

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

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

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

Explores the nested logit model for discrete choice and its implications on choice behavior and parameter estimation.

Explores advanced probabilities, random variables, and expected values, with practical examples and quizzes to reinforce learning.

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

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

Covers Bayesian decision theory, cost functions, classification, and decision rules.