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

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.

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Year of publication:	2007
Authors:	Henryk, Kowgier
Published in:	Folia Oeconomica Stetinensia. - De Gruyter Open. - Vol. 6.2007, 1, p. 99-106
Publisher:	De Gruyter Open
Subject:	utility functions \| efficient portfolios \| approximate optimum points

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010861951