Asset Pricing: Utility Functions and Risk Management

Related lectures (32)

Page 1 of 4

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

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

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

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.

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

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

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

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

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