SIMULATION RESEARCH IN THE PROCESS OF DETERMINATION OF STOCK PRICES USING A MODIFIED GORDON GROWTH MODEL

• Authors: Halicki Marcin , Kwater Tadeusz
• Languages of publication: EN

Abstracts

EN

In the latest literature there is a lack of broader discussion of the Gordon Model, with a desire to point out that its assumptions do not fit the expectations of modern investors and the nature of capital markets. The issue prompts us to ask whether this model can still be used by modern scientists and investors. The aim of the article is to present a classic Gordon model and show the direction of its modification. An attempt was also made to use simulation studies in a graphical interpretation of a selected share, which incorporates the Gordon's modified and classic models.

Keywords

EN

risk; stock; investments; model; simulations

• Publisher: Katedra Ekonometrii i Statystyki, Szkoła Główna Gospodarstwa Wiejskiego w Warszawie
• Journal: Metody Ilościowe w Badaniach Ekonomicznych
• Year: 2018
• Volume: 19
• Issue: 1
• Pages: 38-47

Contributors

author

Halicki Marcin

• Faculty of Biology and Agriculture, University of Rzeszow, Poland

author

Kwater Tadeusz

• Faculty of Mathematics and Natural Sciences, University of Rzeszow, Poland

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