Open Access

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

   | Dec 03, 2007

Cite

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.

eISSN:
1898-0198
ISSN:
1730-4237
Language:
English
Publication timeframe:
2 times per year
Journal Subjects:
Business and Economics, Political Economics, other