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

DOI: 10.2478/v10031-007-0003-6

Keywords: utility functions, efficient portfolios, approximate optimum points

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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.

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