Essays about: "Hien Vu"

Found 1 essay containing the words Hien Vu.

  1. 1. Comparing Return-Risk and Direct Utility Maximization Portfolio Optimization Methods by ‘Certainty Equivalence Curves’

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Hien Vu; [2009]
    Keywords : Portfolio Optimization Return Risk Direct Utility Maximization CE; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Abstract : Mean-Risk portfolio optimization method proposes an efficient frontier that consists of portfolios not dominated by any portfolio. Consequently, this method reduces the choice set by excluding inefficient portfolios. Different risk measures offer different efficient frontiers, which can be interpreted as different optimal choice sets. READ MORE