USING COMMODITIES AS A STRATEGY OF DIVERSIFICATION , A HISTORICAL ANALYSIS

Authors

LINNERTOVÁ Dagmar REUSE Svend

Year of publication 2008
Type Article in Proceedings
Conference NÁRODNÁ A REGIONÁLNA EKONOMIKA VII
MU Faculty or unit

Faculty of Economics and Administration

Citation
Field Economy
Keywords commodities diversification efficiency historical analysis
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 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.

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