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

Author

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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)

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.

Suggested Citation

  • Kowgier Henryk, 2007. "Estimation of Approximate Values of the Optimum Points on Efficient Portfolios Curve," Folia Oeconomica Stetinensia, Sciendo, vol. 6(1), pages 99-106, January.
    • Handle: 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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