USING COMMODITIES AS A STRATEGY OF DIVERSIFICATION , A HISTORICAL ANALYSIS
| Authors | |
|---|---|
| Year of publication | 2008 |
| Type | Article in Proceedings |
| Conference | NÁRODNÁ A REGIONÁLNA EKONOMIKA VII |
| MU Faculty or unit | |
| 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. |