Lecture

Asset Pricing: Utility Functions and Risk Management

In course

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Description

This lecture covers the concept of utility functions in asset pricing, focusing on risk management and portfolio choice under uncertainty. It discusses the historical background of expected utility theory, different utility functions, and their implications for decision-making under risk. The lecture also explores the relationship between risk aversion and the resolution of uncertainty, highlighting the impact on asset pricing models.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_vm7gy72b

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