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2013 | 3 (16) | 77-88

Article title

Commodities’ usefulness in a portfolio context – an empirical study

Content

Title variants

Languages of publication

EN

Abstracts

EN
By adopting the perspective of a US equity investor, in this study we empirically verify the diversification benefits resulting from investing in commodities. We make an assessment for specified commodity groups using the commodity sector indices. In the employed methodology we focus only on the risk characteristic of the analyzed portfolios. Our results indicate that the diversification potential of different commodity groups is highly cross-varying, however, at any time greater than the risk-reduction possibilities offered by Emerging Markets equities.

Year

Issue

Pages

77-88

Physical description

Contributors

  • Wroclaw University of Economics

References

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Document Type

Publication order reference

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YADDA identifier

bwmeta1.element.desklight-83ac6cb0-8604-4f79-8584-f6fc6973848a
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