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Optimal Betting Strategy
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Related lectures (41)
Asset Pricing: Risk-Neutral Measure and State Prices
Covers risk-neutral measure, state prices, utility functions, and risk aversion in asset pricing.
Asset Pricing Theory: Risk Aversion and Utility Functions
Explores risk aversion, utility functions, and asset pricing theory, including classic models and the Kreps-Porteus-Epstein-Zin utility function.
Risk and Risk Premium
Explores risk evaluation, equivalent value, and insurance premium in lotteries, as well as discount rate adjustments.
Expected Utility and Risk-Aversion: Theoretical Foundations
Explores expected utility, risk-aversion, insurance premiums, and portfolio choice in asset pricing.
Expected Utility and Risk-Aversion
Explores expected utility theory, risk-aversion, utility functions, and decision-making under uncertainty.
Asset Pricing: Utility Functions and Risk Management
Explores utility functions and risk management in asset pricing under uncertainty.
Dynamic Portfolio Choice: Wealth Dynamics and HJB Equation
Covers dynamic portfolio choice, wealth dynamics, HJB equation, and asset pricing puzzles.
Advanced Probabilities: Random Variables & Expected Values
Explores advanced probabilities, random variables, and expected values, with practical examples and quizzes to reinforce learning.
Equilibrium State Prices Determination
Explains the determination of equilibrium state prices in asset pricing through consumption market clearing and budget constraints.
Probability and Statistics
Delves into probability, statistics, paradoxes, and random variables, showcasing their real-world applications and properties.
Asset Pricing Puzzles: Understanding Risk and Utility Models
Explores asset pricing puzzles, risk-return dynamics, and utility models in financial economics.
Investments: Portfolio Selection and Asset Pricing
Covers portfolio selection, asset pricing, market efficiency, and risk management in investments.
Probability and Statistics
Covers fundamental concepts in probability and statistics, including the law of total probability, Bayes' theorem, and independence of events.
Probability and Statistics: Fundamental Theorems
Explores fundamental theorems in probability and statistics, joint probability laws, and marginal distributions.
Conditional Probability Distributions
Covers conditional probability distributions and introduces the concept of conditional expected value.
Dynamic Portfolio Selection
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Explores dynamic portfolio selection, log-utility functions, risk aversion, and optimal control problems in financial markets.
Dynamic Portfolio Selection
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Explores dynamic portfolio selection, utility functions, risk aversion, and log-utility in financial markets.
Normal Distribution: Properties and Calculations
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Covers the normal distribution, including its properties and calculations.
Agency: Contracts and Incentives
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Explores agency relationships, contracts, incentives, risk preferences, and optimal outcomes in principal-agent interactions.
Risk Assessment: Understanding Uncertainty in Environmental Projects
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Covers risk and uncertainty in environmental projects, focusing on cost-benefit analysis and the concept of certainty equivalent for risk-averse individuals.
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