Risk and Expected Utility

Alex Backwell
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Alex Backwell: University of Cape Town

Chapter 2 in An Intuitive Introduction to Finance and Derivatives, 2023, pp 9-19 from Springer

Abstract: Abstract Having discussed return, we then turn to the fundamental notation of risk. The general idea is introduced, and then various risk measures are described. Utility theory—a particular method of measuring and incorporating investment risk—is considered.

Keywords: Investment risk; Risk preferences; Risk aversion; Risk measurement; Value at risk; Utility theory (search for similar items in EconPapers)
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sptchp:978-3-031-23453-8_2

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DOI: 10.1007/978-3-031-23453-8_2

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