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Actitudes hacia el riesgo. Teoria de la utilidad cardinal

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Author Info
Ignacio Velez-Pareja ()

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Abstract

Este es material de curso del libro Decisiones Empresariales bajo Riesgo e Incertidumbre. El nivel del libro es basico. Se usan muy pocas matematicas y puede ser usado por gerentes. En este quinto capitulo se presenta la teoria clasica de la utilidad cardinal y se ilustran los tres casos mas conocidos de actitudes hacia el riesgo: aversion al riesgo, neutralidad al riesgo y propension al riesgo. Tambien se presenta el concepto de certeza equivalente. Se mencionan las limitaciones de la teoria de la utilidad cardinal. Se incluye una breve referencia a la teoria prospectiva de Kahneman y Tversky. Se ilustran los conceptos de aversion al riesgo con un ejemplo de una loteria de la vida real.

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Publisher Info
Paper provided by UNIVERSIDAD TECNOLÓGICA DE BOLÍVAR in its series Documentos de Trabajo with number 005686.

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Length: 43
Date of creation: 30 Jun 2009
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Handle: RePEc:col:000162:005686

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This page was last updated on 2009-12-15.


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