Abstract
In the paper a method is found for estimating approximate optimum points on efficient portfolios curve (risk-profit) that are connected with exponential utility functions being very frequently preferred in practice by investors.
Estimation of Approximate Values of the Optimum Points on Efficient Portfolios Curve
By: Henryk Kowgier
Open Access
|Dec 2007Language: English
Page range: 99 - 106
Published on: Dec 3, 2007
Published by: University of Szczecin
In partnership with: Paradigm Publishing Services
Publication frequency: 2 issues per year
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© 2007 Henryk Kowgier, published by University of Szczecin
This work is licensed under the Creative Commons License.