Investment Beahvioral Finance

Behavioral Finance / Bahavioral Bias

Behavioral Finance / Bahavioral Bias

Nicolas Steinmann

Nicolas Steinmann

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Cartes-fiches 51
Langue English
Catégorie Finances
Niveau Université
Crée / Actualisé 15.01.2022 / 17.10.2023
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Pile: Formeln

Formula for

Relative Risk Aversion RRA

Absolute Risk Aversion ARA

Proving if u(x) presents a valid utility function

utility is increasing with wealth at a decreasing rate:

u’(x) > 0 Mehr Reichtum mehr Nutzen

u’’(x) < 0 Nutzenwahrnehmung nimmt mit zunehmendem Gewinn ab

Formula to calculate numbers of contract fo a perfect hedge

DF to spot rates with semiannual compounding

Forward rates with annual compounding

Forward rate with semiannual compounding

Spot rates to 6 month forward rates