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National Repository of Grey Literature 3 records found  Search took 0.01 seconds. 
Suitable utility function identification
 Majerová, Michaela ; Kopa, Miloš (advisor) ; Lachout, Petr (referee)
At the beginning of this work we study basic properties of utility functions and connection between their shape and investor's relation to risk. Then we define risk premium and we recall measure of risk aversion. In the second chapter we study classification of utility functions according to the absolute risk aversion measure and we list some basic types of utility functions. In the third chapter we construct investor's utility function. We use values of insurance premium which we get from questionnaire filled by MFF UK students. We use these utility functions in the last chapter. First we define portfolio selection problem and then we find optimal portfolio for different investors.
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Suitable utility function identification
 Majerová, Michaela ; Kopa, Miloš (advisor) ; Lachout, Petr (referee)
At the beginning of this work we study basic properties of utility functions and connection between their shape and investor's relation to risk. Then we define risk premium and we recall measure of risk aversion. In the second chapter we study classification of utility functions according to the absolute risk aversion measure and we list some basic types of utility functions. In the third chapter we construct investor's utility function. We use values of insurance premium which we get from questionnaire filled by MFF UK students. We use these utility functions in the last chapter. First we define portfolio selection problem and then we find optimal portfolio for different investors.
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Paradoxes in Probability Theory
 Rušin, Ján ; Haman, Jiří (advisor) ; Dostál, Petr (referee)
The Bachelor's thesis present an overview and description of selected probability theory paradoxes, namely the paradox of Monty Hall, the Bertrand's paradox and the St. Peterburg paradox. In every chapter the reader is at first apprised of the formulation and the essence of the paradox. Then we show some possible solutions of this paradox. In original formulation of Monty Hall paradox there exists just one solution which can be reached by using two different ways. We add also some simple modifications to this particular paradox. The formula- tion of Bertrand's paradox is ambiguous which we show by using four selected approaches. And very similar situation arises in St. Peterburg paradox which we resolve by using three different approaches. 1
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