Optimal Betting Strategy

Related lectures (32)

Page 1 of 4

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

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

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

Explores risk evaluation, equivalent value, and insurance premium in lotteries, as well as discount rate adjustments.

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

Explores expected utility theory, risk-aversion, utility functions, and decision-making under uncertainty.

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

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

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

Covers the normal distribution, including its properties and calculations.