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Krzywa Markowitza jako obwiednia

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Smaga E., Guzik K.
Zeszyty Naukowe Uniwersytetu Ekonomicznego w Krakowie
|
2011
|
issue 876
5-12
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.
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