RELATION OF UNDERESTIMATION OF DYBVIG - GRINBLATT -TITMAN OF j-ACTION IN THE APT MODEL WITH THE QUANTITY OF CAPITAL OF THE INVESTOR AND PREFFERED BY HIM THE FUNCTION OF UTILITY
Languages of publication
In the paper, relations have been determined between the Dybvig-Grinblatt-Titman underestimation value of j-th share in the APT model and the amount of investor's capital and the utility function preferred by him. The obtained relationships allow also the investor to optimise value underestimation of shares, which the investor has in his portfolio.
Publication order reference
CEJSH db identifier