Teaching assistant

Applied risk analysis (Spring 2019)

Discussion session

Date Topics Files
Feb 1
  • Review of probability theory
Feb 8
  • Expected utility hypothesis
  • Solver in Excel
notes
Solver demo
Feb 15
  • Risk premium
  • Risk aversion
notes
Feb 22
  • Stochastic dominance
notes
Mar 1
  • Mean-variance analysis
Mar 8
  • Linearity in probability and independence assumption
  • State preference approach
notes
Mar 29
  • Multi-product firm under uncertainty
  • E-V frontier
  • Diversification
notes
Apr 5
  • Dynamic optimization
notes
Apr 12
  • Dynamic optimization under risk
notes
Apr 19
  • Contract and policy design under risk
notes