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Utility theory and mean variance [electronic resource] / Norvald Instefjord.

By: Material type: FilmFilmPublisher 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:
Contents:
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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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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Mode of access: World Wide Web.

System requirements: Browser compatibility: updated Mozilla Firefox, Google Chrome, Safari or Internet Explorer 8+. Browser settings: enable JavaScript, enable cookies from the Henry Stewart Talks site. Required Desktop Browser plugins & viewers: Updated Adobe Flash Player & Adobe Acrobat Reader. Mobile device & operating system versions: Android v2.1+, iPhone 4+ (iOS v5.x+), iPad 2+ (iOS v5.x+), BlackBerry OS v7.0+, Windows Phone v6.5.1+.

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