Till Stowasser
  • Home
  • About
  • Research
  • CV & Links
  • Teaching
    • EFAA of Risk 2022
  • Contact

Blocked Course:
​
Economic Foundations and Applications of Risk 
(LMU, 2022)
​

Dates & Location

  • 27./28./29.9. 10:00-17:00
  • Theresienstraße 39
  • ​Room B 132

Lecture slides

​0. Introduction [Slides] [​Annotated Slides]
A. Foundations
            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]
            Chapter 7: Pareto Efficient Allocation of State Dependent Income [Slides] [Annotated Slides]
            Chapter 8: The Value of Information [​Slides] [Annotated Slides]
​

Exercises

  • Exercises for Foundations (Chapters 1-3) [Exercises 1]
  • Exercises for Applications (Chapters 4-8) [Exercises 2] [Solution to Exercise 1b]
  • Exercise Solutions & Class Notes [Day 1] [Day 2] [Day 3]
​
  • Home
  • About
  • Research
  • CV & Links
  • Teaching
    • EFAA of Risk 2022
  • Contact