Fri Nov 16, 2012 7:00pm EST —
Fri Nov 16, 2012 8:30pm EST
In Mexico a very little percent of potential investor participate in the stock market. The lecture will explain the use of "utility theory" as a performance measure to portfolio design in behavioral finance. In our case the objective of the portfolio is to maximize the expected "certainty equivalent" of the portfolio based on the risk attitudes of the investor. A family of portfolios is generated to cover several risk attitudes.
Tel. +52 (81) 8358-2000, ext. 4647