PL EN


2011 | 876 | 5-12
Article title

Krzywa Markowitza jako obwiednia

Title variants
EN
THE MARKOWITZ CURVE AS AN ENVELOPE
Languages of publication
PL
Abstracts
EN
The article shows that the Markowitz curve can be interpreted as an envelope of hyperbolas (parabolas). Describing a set of investment opportunities as a family of curves dependent on established parameters serves as an introduction to solving this issue.
Contributors
author
  • Uniwersytet Ekonomiczny w Krakowie, Katedra Matematyki, ul. Rakowicka 27, 31-510 Kraków, Poland, guzikk@uek.krakow.pl
References
Document Type
Publication order reference
Identifiers
YADDA identifier
bwmeta1.element.desklight-a8a2081c-7a3e-4805-a6b4-c2b6695c7fd3
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