IDEAS home Printed from https://ideas.repec.org/p/hal/journl/hal-05132219.html
   My bibliography  Save this paper

A Generalized Solution of Asset Value Function for Capital Market Prices

Author

Listed:
  • O. P Loko

    (Department of Mathematics & Statistics, Ignatius Ajuru University of Education, Rumuolumeni, Port Harcourt, Nigeria.)

  • I Davies

    (Department of Mathematics, Rivers State University, Orowurukwo, Port Harcourt, Nigeria.)

  • I. U Amadi

    (Department of Mathematics & Statistics, Captain Elechi Amadi Polytechnics, Port Harcourt, Nigeria.)

Abstract

The benefits of asset values and it return rates are geared towards investment funds which accrues wealth at any particular time and seasons. This paper studied empirically the dynamics of asset value function only on periodic events. The thorough methods which govern price function of return rate for capital funds are found .The analytical solution were obtained and verified using initial stock prices which shows: increase in volatility decreases the value of asset, a little increase in time dominantly increases the value of asset, linear rate of returns has the best estimates of asset returns. Finally, the results were subjected to goodness of fit test to show that the propose models obeys some physical laws for the purpose of investment plans.

Suggested Citation

  • O. P Loko & I Davies & I. U Amadi, 2023. "A Generalized Solution of Asset Value Function for Capital Market Prices," Post-Print hal-05132219, HAL.
    • Handle: RePEc:hal:journl:hal-05132219
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hal:journl:hal-05132219. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: CCSD (email available below). General contact details of provider: https://hal.archives-ouvertes.fr/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.