RCIN and OZwRCIN projects

Object

Title: Information pricing for portfolio optimization

Creator:

Kulikowski, Roman (1928–2017)

Date issued/created:

2003

Resource type:

Text

Subtitle:

Raport Badawczy = Research Report ; RB/97/2003

Publisher:

Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences

Place of publishing:

Warszawa

Description:

867-882 pages ; 21 cm ; Bibliography p. 880

Abstract:

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.

Relation:

Raport Badawczy = Research Report

Detailed Resource Type:

Report

Resource Identifier:

oai:rcin.org.pl:217420

Source:

RB-2003-97

Language:

eng

Language of abstract:

eng

Rights:

Creative Commons Attribution BY 4.0 license

Terms of use:

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: ; -

Digitizing institution:

Systems Research Institute of the Polish Academy of Sciences

Original in:

Library of Systems Research Institute PAS

Projects co-financed by:

Operational Program Digital Poland, 2014-2020, Measure 2.3: Digital accessibility and usefulness of public sector information; funds from the European Regional Development Fund and national co-financing from the state budget.

Access:

Open

Object collections:

Last modified:

Oct 19, 2021

In our library since:

Oct 19, 2021

Number of object content downloads / hits:

25

All available object's versions:

https://rcin.org.pl/publication/255032

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