Instefjord, Norvald. <br/><br/>
Utility theory and mean variance  [electronic resource] / 
Norvald Instefjord. 
 - London :  Henry Stewart Talks,  2007. 
 - 1 online resource (1 streaming video file (42 min.) :  color, sound). 
 - Quantitative financial risk management : fundamentals, models and techniques .
 - Henry Stewart talks.  Marketing & management collection.  Quantitative financial risk management .
<br/><br/> Animated audio-visual presentations with synchronized narration.  Title from title frames. 
<br/><br/>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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<br/><br/><label>Publisher. No.: </label>1207  Henry Stewart Talks 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Financial risk management.