Krzywa Markowitza jako obwiednia
The Markowitz Curve as an Envelope
Author(s): Krzysztof Guzik, Edward SmagaSubject(s): Economy
Published by: Wydawnictwo Uniwersytetu Ekonomicznego w Krakowie
Keywords: portfolio theory; Markowitz curve; efficient portfolio; hiperbolas envelope
Summary/Abstract: 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.
Journal: Zeszyty Naukowe Uniwersytetu Ekonomicznego w Krakowie
- Issue Year: 876/2011
- Issue No: 08
- Page Range: 5-12
- Page Count: 8
- Language: Polish
