Další formáty:
BibTeX
LaTeX
RIS
@inproceedings{791754,
author = {Linnertová, Dagmar and Reuse, Svend},
address = {Košice},
booktitle = {NÁRODNÁ A REGIONÁLNA EKONOMIKA VII},
edition = {VII},
keywords = {commodities diversification efficiency historical analysis},
language = {eng},
location = {Košice},
isbn = {978-80-553-0084-9},
pages = {554-561},
publisher = {Technická univerzita v Košiciach - Ekonomická fakulta},
title = {USING COMMODITIES AS A STRATEGY OF DIVERSIFICATION , A HISTORICAL ANALYSIS},
year = {2008}
}
TY - JOUR
ID - 791754
AU - Linnertová, Dagmar - Reuse, Svend
PY - 2008
TI - USING COMMODITIES AS A STRATEGY OF DIVERSIFICATION , A HISTORICAL ANALYSIS
PB - Technická univerzita v Košiciach - Ekonomická fakulta
CY - Košice
SN - 9788055300849
KW - commodities diversification efficiency historical analysis
N2 - 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 be analyzed. 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.
ER -
LINNERTOVÁ, Dagmar a Svend REUSE. USING COMMODITIES AS A STRATEGY OF DIVERSIFICATION , A HISTORICAL ANALYSIS. In \textit{NÁRODNÁ A REGIONÁLNA EKONOMIKA VII}. VII. Košice: Technická univerzita v Košiciach - Ekonomická fakulta, 2008, s.~554-561, 1055 s. ISBN~978-80-553-0084-9.
|
