Commodities and Traditional Asset Classes
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26510%2F13%3APU104680" target="_blank" >RIV/00216305:26510/13:PU104680 - 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
Commodities and Traditional Asset Classes
Original language description
Investments in commodities have grown sharply over the last years. It may be due to an increased fear of inflation, or diversification of investment portfolios. This paper deals with the commodities as an alternative asset class, their historical returnperformance, volatility, and correlation in comparison with the traditional asset classes ? stocks, bonds, and cash. During the reporting period 1998?2012 commodity investments show that there is a considerable difference between the return and volatility characteristics for each class of commodities, and most of them achieved higher returns than cash or equity index.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
AE - Management, administration and clerical work
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Contemporary Problems of Economics, Business and Management: Theory and Practice.
ISBN
978-5-7526-0597-0
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
216-221
Publisher name
Neuveden
Place of publication
Neuveden
Event location
Brno
Event date
Feb 7, 2013
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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