Isoelastic utility

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Related lectures (32)

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Heteroscedasticity: Modeling the Utility Function

Explores heteroscedasticity in nonlinear specifications and the modeling of scale parameters.

Macrofinance: Models and Policy Decisions

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

Coherent Risk Measures: Spectral Approach

Explores coherent risk measures and the spectral approach to risk aversion, covering VaR, ES, subadditivity, convexity, and the creation of new risk measures.

Labor and Firm Theory

Explores labor theory, firm productivity, and decentralized economic equilibrium in macrofinance.

Panel data: dynamic model with panel effects

Covers the Dynamic Markov model with panel effects, addressing initial condition and endogeneity.

Expected Utility and Risk-Aversion: Theoretical Foundations

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

Role of the State in Market Economy

Explores the state's role in market economy, resource allocation, income redistribution, and consumer optimization.

Non-Cognitive Skills in Workplace

Explores non-cognitive skills, competitiveness, and interventions to foster these skills in the workplace.

Small Open Economy Model

Discusses a small open economy model with adjustment costs for bonds, covering utility functions, budget constraints, and analytical solutions.

Convex Optimization: Portfolio Optimization

Covers Distributionally Robust Portfolio Optimization for maximizing expected utility with uncertain asset returns.