Estimation of Approximate Values of the Optimum Points on Efficient Portfolios Curve
| 03 dic 2007
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Publicado en línea: 03 dic 2007
Páginas: 99 - 106
DOI: https://doi.org/10.2478/v10031-007-0003-6
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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.