The seminar provides a general overview of risk and risk aversion, introduces the utility function and mean–variance criteria. Various risk-adjusted performance measures are described.

 

At the end of Intrinsic Value's training seminar in risk and risk aversion the participant should be able to:

􀂅  Explain the concepts of Utility and Utility Maximization.

􀂅  Explain the ways of the determination of utility function.

􀂅  Explain the concept of Risk Aversion.

􀂅  Discuss the Mean-Variance Criterion.

􀂅  Define the Sharpe, Treynor and Information Ratios.

􀂅  Define Jenson’s Alpha, RAROC, RoVaR and RAPM.

􀂅  Define the Sortino, Omega Index and Kappa Ratios.