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Corporate Finance (Subject) / Portfolio (Lesson)

theory

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  • Expected Value E(X)=∑ xi • p(xi) , if it is discrete E(X)=∫ x • f(x)dx, if X is contionous
  • Variance ø2=Var(X)=∑(xi-E(X))2 • p(x), if X is discrete        ø2=Var(X)= ∫(X-E(X))2 • f(x)dx, if it is continous
  • Expected Utility EU(a)=∑ pi • u(ai)

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