PL EN


2008 | 55 | 4 | 155-163
Article title

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

Authors
Title variants
Languages of publication
PL
Abstracts
EN
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.
Year
Volume
55
Issue
4
Pages
155-163
Physical description
Document type
ARTICLE
Contributors
author
  • H. Kowgier, Uniwersytet Szczecinski, Katedra Ekonometrii i Statystyki, ul. Mickiewicza 64, 71-101 Szczecin, Poland
References
Document Type
Publication order reference
Identifiers
CEJSH db identifier
09PLAAAA055126
YADDA identifier
bwmeta1.element.9a52cab6-e2b7-33e0-8257-cacd44914ddc
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