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2017 | 72 | 488-497
Article title

Perturbed moments of earnings per share in a random environment

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EN
Abstracts
EN
The perturbation of a random environment is considered. There is proved that as the perturbed third and the perturbed fourth moments differ from the third and the fourth moments respectively very little. The convergence rate of the perturbed third and the perturbed fourth moments to the unperturbed ones is investigated.
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Year
Volume
72
Pages
488-497
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References
  • [1] Sharpe W. (1964). Capital asset prices: a theory of market equilibrium under conditions of risk. J. of Finance. Vol. 19, No 3.
  • [2] Sharpe W. (1970). Portfolio theory and capital markets, New York, McGraw-Hill.
  • [3] Yeleiko Ya I., Borotyuk A.Yu. (1999). On rate of convergence of expected return and risk, Mat. Met. Fiz.-Mech. Polya., Vol. 42, No 3, pp. 95-98 (in Ukrainian).
  • [4] Yeleiko Ya I., Borotyuk A.Yu. (1999). The speed of the convergence perturbed profit, perturbed risk and the scale of infinitesimals, Visnyk of the Lviv Univ. Ser. Mech.-Math, Issue 53, pp. 133-137 (in Ukrainian).
Document Type
article
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YADDA identifier
bwmeta1.element.psjd-247a35db-3a10-4be2-9448-9cba34c2cb6b
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