Raport Badawczy = Research Report ; RB/97/2003
Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences
867-882 pages ; 21 cm ; Bibliography p. 880
The paper considers 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. This notion is illustrated for a linear-quadratic utility function.
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
Oct 19, 2021
25
https://rcin.org.pl./publication/255032
Edition name | Date |
---|---|
RB-2003-97 : Kulikowski Roman Włodzimierz : Information pricing for portfolio optimization | Oct 19, 2021 |
Kulikowski, Roman (1928–2017)
Kulikowski, Roman (1928–2017)
Kulikowski, Roman (1928–2017)
Kulikowski, Roman (1928–2017)
Kulikowski, Roman (1928–2017)
Kulikowski, Roman (1928–2017)