3
Corporate Finance (Fach) / Portfolio (Lektion)
- 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)