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

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

Folia Oeconomica Stetinensia, 2007, vol. 6, issue 1, 99-106

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.

Keywords: utility functions; efficient portfolios; approximate optimum points; utility functions; efficient portfolios; approximate optimum points (search for similar items in EconPapers)
Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:vrs:foeste:v:6:y:2007:i:1:p:99-106:n:3

DOI: 10.2478/v10031-007-0003-6

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