Expected Utility and Risk-Aversion: Theoretical Foundations

Related lectures (32)

Page 1 of 4

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

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

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

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

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

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

Covers dynamic portfolio choice, wealth dynamics, HJB equation, and asset pricing puzzles.

Covers portfolio selection, asset pricing, market efficiency, and risk management in investments.

Explores mean variance analysis, CAPM, risk aversion, and Sharpe ratio in asset pricing.

Explores the Equity Premium Puzzle and its macrofinance implications.