Risk Aversion and Complete Markets

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Related lectures (32)

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Asset Pricing: Utility Functions and Risk Management

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

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.

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.

Dynamic Portfolio Selection

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

Pareto Efficiency: Social Planner's Problem

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

Asset Pricing Puzzles: Understanding Risk and Utility Models

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

Macrofinance: Models and Policy Decisions

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

Risk and Diversification

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

Role of the State in Market Economy

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

Macrofinance Models: Consumption and Equilibrium

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