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Estimation of Approximate Values of the Optimum Points on Efficient Portfolios Curve

Kowgier, Henryk

Dec 03, 2007

Estimation of Approximate Values of the Optimum Points on Efficient Portfolios Curve's Cover Image

Folia Oeconomica Stetinensia

Volume 6 (2007): Issue 1 (January 2007)

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Published Online: Dec 03, 2007

Page range: 99 - 106

DOI: https://doi.org/10.2478/v10031-007-0003-6

Keywords
utility functions, efficient portfolios, approximate optimum points

This content is open access.

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.

Language:: English

Publication timeframe:: 2 times per year
Journal Subjects:: Business and Economics, Political Economics, Political Economics, other

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