Dynamic Portfolio Selection

Related lectures (32)

Page 1 of 4

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

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

Explores the optimal betting strategy in a dynamic programming gambling problem, emphasizing risk preference impact.

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

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

Explores the Equity Premium Puzzle and its macrofinance implications.

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

Explores risk aversion, utility functions, and their impact on consumption responses and financial decisions.

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

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