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Related lectures (29)
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Risk Management: Introduction and Major Accidents
Covers the basics of risk management, major accidents, and the uncertainties of the future in decision-making processes.
Quantitative Risk Management: VaR and ES
Covers Value at Risk (VaR) and Expected Shortfall (ES) in risk management, including backtesting and multivariate distributions.
Asset Pricing: Risk-Neutral Measure and State Prices
Covers risk-neutral measure, state prices, utility functions, and risk aversion in asset pricing.
Decision Theory: Risk and Hypothesis Testing
Covers decision theory, risk functions, and hypothesis testing in statistical inference.
Bayesian Decision Theory: Utility, Risk, and Classification
Covers Bayesian decision theory, cost functions, classification, and decision rules.
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 Return Measures
Covers risk and return measures, unbiasedness, and consistency of estimators.
Asset Pricing Puzzles: Understanding Risk and Utility Models
Explores asset pricing puzzles, risk-return dynamics, and utility models in financial economics.
Understanding Risk and Uncertainty
Explores risk, uncertainty, subjective probabilities, and decision-making under different scenarios.
Valuation under Uncertainty
Covers risk in investment decisions, valuation of uncertain cash flows, rate of return, portfolio returns, and mean-variance utility.