PL EN


2006 | 53 | 4 | 122-142
Article title

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

Authors
Title variants
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
Year
Volume
53
Issue
4
Pages
122-142
Physical description
Document type
ARTICLE
Contributors
author
  • H. Kowgier, Uniwersytet Szczecinski, Katedra Ekonometrii i Statystyki, ul. Mickiewicza 64, 71-101 Szczecin, Poland
References
Document Type
Publication order reference
Identifiers
CEJSH db identifier
07PLAAAA02204656
YADDA identifier
bwmeta1.element.96406cf9-c398-3f0c-9419-475da9ff6831
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