Lectures related to Risk Aversion and Utility Functions

Explores the Equity Premium Puzzle and its macrofinance implications.

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

Asset Pricing: Risk-Neutral Measure and State Prices

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

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

Risk Aversion and Complete Markets

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

International Portfolio Allocation

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

Expected Utility and Risk-Aversion

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

Expected Utility and Risk-Aversion: Theoretical Foundations

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

Equilibrium State Prices Determination

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

Optimal Betting Strategy

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

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.

Dynamic Portfolio Selection

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

Macrofinance: Models and Policy Decisions

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

Asset Pricing: Utility Functions and Risk Management

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

Risk and Risk Premium

Explores risk evaluation, equivalent value, and insurance premium in lotteries, as well as discount rate adjustments.

Asset Pricing Puzzles: Understanding Risk and Utility Models

Explores asset pricing puzzles, risk-return dynamics, and utility models in financial economics.

Macrofinance Models: Consumption and Equilibrium

Covers the infinite-horizon consumption-based model and its implications for financial decisions and macroeconomic events.

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.

Risk and Diversification

Examines risk evaluation, certainty equivalent, and diversification strategies to reduce risk in decision-making processes.

Autocorrelators

Covers the principles and applications of autocorrelators in laser technology.