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PRM I.A.1 - Risk and Risk Aversion

This class was created by Brainscape user John Doe. Visit their profile to learn more about the creator.

By: John Doe
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Decks in this class (15)

I.A.1.4.1 The Four Basic Axioms
Transitivity of choice a1,
Continuity of choice a2,
Independence of choice a3
5  cards
I.A.1.2 Mathematical Expectations: Prices or Utilities?
Expected value,
Weak law of large numbers,
Daniel bernoulli 1738
8  cards
I.A.1.3 The Axiom of Independence of Choice
J von neumann and o morgenstern 1947,
Axiom of independence of choice,
Daniel kahneman and amos tversky ...
3  cards
I.A.1.4.2 Introducing the Utility Function
Axiom of non satiation,
Utility function,
Utility function note
3  cards
I.A.1.4.3 Risk Aversion (and Risk Tolerance)
Concave utility function,
Risk aversion,
Convex utility function
8  cards
I.A.1.4.4 Certain Equivalence
Certain equivalent ce
1  cards
I.A.1.4.5 Summary
Financial risks,
Rational decisions between financ...,
Future choice
3  cards
I.A.1.5.1 For an Individual (Encoding a Utility Function)
1st step in implementing utility ...,
An individual s risk attitude,
Guidlines for problems submitted ...
6  cards
I.A.1.5.3 Ironing out Anomalies
2 common features that might be u...,
Kink around the origin,
Reversal in curvature around the ...
3  cards
I.A.1.6 The Mean-Variance Criterion
With a utility function
1  cards
I.A.1.6.1 The Criterion (Mean-Variance Criterion)
Mean cariance criterion,
Mean cariance criterion other unc...
2  cards
I.A.1.6.2 Estimating Risk Tolerance
Coefficient of risk tolerance,
Example on p 56
2  cards
I.A.1.6.3 Applications of the Mean-Variance Criterion
Mean variance analysis,
Mean variance applications,
Mean variance criterion
4  cards
I.A.1.7 Risk-Adjusted Performance Measures
Static portfolio selection,
Efficient portfolios,
Market portfolio
4  cards
I.A.1.7.1 The Sharp Ratio
Static portfolio selection proble...,
Sharpe ratio sr,
Choice of either of 2 risky asset...
4  cards

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PRM I.A.1 - Risk and Risk Aversion

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