Investment Theory's Course Notes

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Investment Theory's Course Notes

By | December 2012
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תורת‬
‫ההשקעות‬
‫)סיכום הקורס(‬

‫אוניברסיטת תל אביב, ביה"ס למנהל עסקים, 9002‬ ‫המרצה: טל מופקדי‬
‫סיכום: דב פלג‬

‫תוכן העניינים‬
4......................................................................................... ‫1. קבלת החלטות תחת אי ודאות‬ 4....................................................................What do we assume about individuals .1 4................................... (St. Petersburg) ‫1.1 הקדמה – דוגמה 1 - פרדוקס סן פיטרסבורג‬ 5..................................................................... Expected utility and risk aversion 1.2 6.............................................................................. The risk premium – 2 ‫3.1 דוגמה‬ 7.................................................................................... Allais paradox - 3 ‫4.1 דוגמה‬ 8................................................................................ Ellsberg paradox - 4 ‫5.1 דוגמה‬ 9................................................................................................ Prospect Theory 1.6 10 ...................................................................... Risk aversion and utility in finance .2 10 ......................................... (Quadratic utility function) ‫1.2 פונקציית תועלת ריבועית‬ 11 ..................................................................... Returns are normally distributed 2.2 12 ..............................................................(mean-value plan) ‫3.2 מישור תוחלת-שונות‬ 13 ................................................................................. Portfolio Risk – ‫3. סטטיסטיקה‬ 13 .................................................................... Expected return of a single stock 3.1 13 ......................................... Variance and standard-deviation of a single stock 3.2 14 ...................................................................................................... Covariance 3.3 15...
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