<abstract xml:lang="en" xmlns="http://www.w3.org/1999/xhtml"><p>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.</p></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

Department of Econometrics and Statistics Faculty of Economics and Management, University of Szczecin, Mickiewicza 64, 71-101 Szczecin, Poland

Folia Oeconomica Stetinensia

In the paper a method is found for estimating approximate optimum points on efficient portfolios curve (risk-profit) that are connected with exponential...

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

Publicado en línea: 03 dic 2007

Páginas: 99 - 106

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

Palabras clave
utility functions, efficient portfolios, approximate optimum points

This content is open access.

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

Publicado en línea: 03 dic 2007

Páginas: 99 - 106

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

Palabras claveutility functions, efficient portfolios, approximate optimum points

This content is open access.

Palabras clave
utility functions, efficient portfolios, approximate optimum points