DUGiDocsRisk-Free Versus Risky Assets: Teaching a Portfolio Model with Application to the Stock Market
dc.contributor.author
dc.date.accessioned
2024-05-17T06:01:43Z
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2024-05-17T06:01:43Z
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2021
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2690-506X
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dc.description.abstract
In this paper, we present an application where advanced undergraduate students can solve the expected utility portfolio model with a risk-free asset and a risky asset with both up and down returns in the stock market. With real stock market data, we use Excel Solver to find the portfolio decision and study how it changes when considering assets with different returns. Finally, we test students’ portfolio decisions and their degree of risk aversion using different utility functions
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application/pdf
dc.language.iso
eng
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Dirk Mateer
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Reproducció digital del document publicat a: https://doi.org/10.58311/jeconteach/ba01a900fcec4348f7f80f3c2b965811dc845409
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Journal of Economics Teaching, 2021, vol. 6, núm. 2, p. 76-94
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Articles publicats (D-EC)
dc.rights
Attribution 4.0 International
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dc.subject
dc.title
Risk-Free Versus Risky Assets: Teaching a Portfolio Model with Application to the Stock Market
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info:eu-repo/semantics/article
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info:eu-repo/semantics/openAccess
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info:eu-repo/semantics/publishedVersion
dc.identifier.doi
dc.identifier.idgrec
033805