RISK AND UNCERTAINTY
- Module code: EC823M
- Credits: 5
- Semester: 2
- Quota: 20
- Department: ECONOMICS,FINANCE & ACCOUNTING
- International:
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Overview |
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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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Teaching & Learning methods |
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Assessment |
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Autumn Supplementals/Resits |
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Pre-Requisites |
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Timetable |
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