TY  - ADVS
AU  - Instefjord,Norvald
TI  - Utility theory and mean variance
T2  - Quantitative financial risk management : fundamentals, models and techniques
PY  - 2007///
CY  - London
PB  - Henry Stewart Talks
KW  - Financial risk management
N1  - 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; Access restricted to subscribers
UR  - http://hstalks.com/lib.php?t=HST48.1207&c=250
UR  - http://hstalks.com/lib.php?t=HST48&c=250
ER  -