A Simple Model to Estimate Bounds on Total Market Gains and Losses for a Particular Stock

Ramesh Sharda

Interfaces, 1987, vol. 17, issue 5, 43-50

Abstract: Investors sometimes buy stock on the basis of premature or inflated announcements by companies. When the expectations are not realized, the investors may sue a company for the losses incurred. This paper describes a model that can be used to estimate bounds on the total loss the investors may have suffered by trading in such a stock. The results of the model are also useful to defendants willing to settle out of court. An actual implementation is reported, though the names and numbers have been changed.

Keywords: finance: securities; programming: linear; applications (search for similar items in EconPapers)
Date: 1987
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Persistent link: https://EconPapers.repec.org/RePEc:inm:orinte:v:17:y:1987:i:5:p:43-50

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