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Banek, Tadeusz (1945– ) ; Kulikowski, Roman (1928–2017)
Raport Badawczy = Research Report ; RB/70/2002
Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences
14 pages ; 21 cm ; Bibliography p. 12-13
The paper deals with the following problem: is there a rational or fair price for the reports made by analysts, experts, investor advisers concerning the rate of return (RR) of investments? The notion of the value of information included in the family of probability distributions of the RR is defined. Then the notion for a linear-quadratic utility function is illustrated.
Raport Badawczy = Research Report
Creative Commons Attribution BY 4.0 license
Copyright-protected material. [CC BY 4.0] May be used within the scope specified in Creative Commons Attribution BY 4.0 license, full text available at: ; -
Systems Research Institute of the Polish Academy of Sciences
Library of Systems Research Institute PAS
Oct 19, 2021
Sep 17, 2020
43
https://rcin.org.pl./publication/174896
Edition name | Date |
---|---|
RB-2002-70 : Banek Tadeusz Henryk, Kulikowski Roman Włodzimierz : Value of information for portfolio optimization | Oct 19, 2021 |
Gindin, Siergiej Mitzner, Piotr
Mazur, Rafał
Stefaniak, Grzegorz
Zegar, Józef Stanisław