Till Stowasser
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Blocked Course:
​
Economic Foundations and Applications of Risk 
(LMU, 2021)

Lecture slides


​0. Introduction [Slides] [​Annotated Slides]
A. Foundations I: The Core
            Chapter 1: Expected Utility Theory 
[Slides] [Annotated Slides]
            Chapter 2: Measures of Risk Aversion [Slides] [Annotated Slides]
            Chapter 3: Measures of Risk [Slides] [Annotated Slides]
B. Applications
            Chapter 4: Optimal Portfolio Choice [Slides] 
[Annotated Slides]
            Chapter 5: Insurance Markets [Skipped: See Insurance Economics Lecture next semester]
            Chapter 6: Firms under Uncertainty [Slides] [Annotated Slides]
C. Foundations II: More about Risk
            Chapter 7: Pareto Efficient Allocation of State Dependent Income
 [Slides] [Annotated Slides]
            Chapter 8: The Value of Information [Slides] [Annotated Slides]
​

Exercises

  • Exercises for Chapters 1-3 [Exercises]
  • Exercises for Chapters 5-6 [Exercises] [Solution Chapter 4 – Exercise 1]
  • Exercises – Class Notes [Day 2] [Day 3]
​

Assessment: Essay​

  • Essay Instructions [Instructions]
  • Sample Essay [Essay] [Topic Paper 1] [Topic Paper 2]
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