Utility theory and mean variance [electronic resource] / Norvald Instefjord.
Material type: FilmPublisher number: 1207 | Henry Stewart TalksSeries: Henry Stewart talks. Marketing & management collection. Quantitative financial risk managementPublication details: London : Henry Stewart Talks, 2007.Description: 1 online resource (1 streaming video file (42 min.) : color, sound)Subject(s): Online resources:Item type | Current library | Home library | Call number | Status | Date due | Barcode |
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Books | Chinhoyi University of Technology Libraries | Chinhoyi University of Technology Libraries | Available |
Animated audio-visual presentations with synchronized narration.
Title from title frames.
Contents: Expected utility representation of preferences -- Rationality criteria -- State independent utility -- Risk averse behaviour -- Risk and insurance premium -- Arrow-Pratt's absolute risk aversion coefficient -- Risk aversion and small risk -- Relative risk aversion coefficient -- Risk tolerance -- CARA utility -- CRRA utility -- Risk aversion and large risk -- Utility and variance measures of risk -- Variance aversion and two fund separation -- Local risk neutrality -- Marginal utility and two fund separation -- Factor structure and two fund separation -- Conclusions.
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