FINDING THE OPTIMUM POINTS ON EFFECTIVE PORTFOLIOS CURVE USING KNOWN USABILITY FUNCTION

• Authors: Kowgier H.
• Languages of publication: PL

Abstracts

EN

In the paper a method is presented for estimating optimum points on effective portfolios curve (risk - profit) related to quadratic functions of usability which are very frequently preferred in practice by investors. Generally, also numerical ranges has been established to which belong parameters of usability function as well as parameters related to effective portfolios curve depending on usability function selected and effective portfolios curve obtained

Keywords

EN

EFFECTIVE PORTFOLIOS CURVE   OPTIMUM POINTS   QUADRATIC FUNCTIONS OF USABILITY  

Discipline

• ECONOMICS: ECONOMICS

• Publisher: Statistic and Econometrics Committee, Polish Academy of Sciences
• Journal: Przegląd Statystyczny
• Year: 2006
• Volume: 53
• Issue: 4
• Pages: 122-142
• Document type: ARTICLE

Contributors

author

Kowgier H.

• H. Kowgier, Uniwersytet Szczecinski, Katedra Ekonometrii i Statystyki, ul. Mickiewicza 64, 71-101 Szczecin, Poland

Identifiers

CEJSH db identifier

07PLAAAA02204656