USING COMMODITIES AS A STRATEGY OF DIVERSIFICATION , A HISTORICAL ANALYSIS
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F08%3A00051044" target="_blank" >RIV/00216224:14560/08:00051044 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
USING COMMODITIES AS A STRATEGY OF DIVERSIFICATION , A HISTORICAL ANALYSIS
Original language description
Commodities are relatively new asset class that offer high returns in 2008. Nevertheless, it is a new asset class that has to be discussed critically. The risk/return relation and possibility to diversify a portfolio by the usage of commodities shall beanalyzed. This article applies the model of Markowitz onto historical data of several asset classes in order to offer first hints to diversify a portfolio with commodities.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2008
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
NÁRODNÁ A REGIONÁLNA EKONOMIKA VII
ISBN
978-80-553-0084-9
ISSN
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e-ISSN
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Number of pages
1055
Pages from-to
554-561
Publisher name
Technická univerzita v Košiciach - Ekonomická fakulta
Place of publication
Košice
Event location
TU Herľany
Event date
Jan 1, 2008
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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