Skip to main content
Graph
Search
fr
en
Login
Search
All
Categories
Concepts
Courses
Lectures
MOOCs
People
Practice
Publications
Startups
Units
Show all results for
Home
Lecture
Expected Utility and Risk-Aversion: Theoretical Foundations
Graph Chatbot
Related lectures (32)
Previous
Page 3 of 4
Next
Asset Pricing and Portfolio Optimization
Covers mean-variance efficiency, market completeness, and optimal portfolio weights in asset pricing and portfolio optimization.
Capital Asset Pricing Model: Risk-Return Trade-off Theory
Explores the Capital Asset Pricing Model and the risk-return trade-off theory in financial economics, focusing on risk premiums and efficient portfolios.
Portfolio Choice with Leverage Constraints
Explores optimal portfolio choice with leverage constraints, the security market line, alpha, empirical evidence, CAPM limitations, APT extensions, and modern finance insights.
Capital Asset Pricing Model
Delves into the Capital Asset Pricing Model, market portfolio, Security Market Line, betas estimation, and liquidity risk.
Risk Aversion and Complete Markets
Explores risk aversion, complete markets, and optimal behavior in macro-finance models.
Risk Aversion and Utility Functions
Explores risk aversion, utility functions, and their impact on consumption responses and financial decisions.
Asset Pricing: Equilibrium and Pareto Optimality
Explores equilibrium and Pareto optimality in asset pricing theory, emphasizing market equilibrium conditions and welfare theorems.
Dynamic Programming: Portfolio Optimization
Explores dynamic programming for optimizing portfolio choices and asset pricing theory.
Risk and Risk Premium
Explores risk evaluation, equivalent value, and insurance premium in lotteries, as well as discount rate adjustments.
Asset Pricing: Dynamic Arbitrage Pricing & Black-Scholes Formula
Explores asset pricing theorems and the Black-Scholes formula derivation in discrete time economies.
