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Risk Aversion and Capital Allocation to Risky Assets Risk Aversion and Capital Allocation to Risky Assets

Risk Aversion and Capital Allocation to Risky Assets - PowerPoint Presentation

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Uploaded On 2015-12-08

Risk Aversion and Capital Allocation to Risky Assets - PPT Presentation

PV Viswanath For a First Course in INvestments Learning Goals 2 How do we characterize individuals preferences for taking risk How do we use utility functions over asset returns How do we evaluate investors risk preferences ID: 218753

risk utility preferences portfolio utility risk portfolio preferences function return risky asset functions set investor allocation goods capital optimal called investment variance

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