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Module RISK AND UNCERTAINTY

Module code: EC823M
Credits: 5
Semester: 2
Quota: 20
Department: ECONOMICS,FINANCE & ACCOUNTING
International: No
Overview Overview
 

This course examines the effects of risk and uncertainty in economic and financial environments. Topics include expected utility theory, mean-variance models of optimal choice under uncertainty, portfolio risk management, risk model estimation and reliability testing, value-at-risk and expected shortfall, dynamic risk modelling. This module is run by NUIM Department of Economics, Finance & Accounting

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