Pregled bibliografske jedinice broj: 349012
Managed Futures as a Portfolio Diversification Instrument
Managed Futures as a Portfolio Diversification Instrument // Interdisciplinary Management Research IV / Barković, Dražen ; Runzheimer Bodo (ur.).
Osijek : Pforzheim: Ekonomski fakultet Sveučilišta Josipa Jurja Strossmayera u Osijeku ; Hochschule Pforzheim University of Applied Sciences, 2008. str. 310-317
CROSBI ID: 349012 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Managed Futures as a Portfolio Diversification Instrument
Autori
Pruchnicka-Grabias, Izabela
Vrsta, podvrsta i kategorija rada
Poglavlja u knjigama, znanstveni
Knjiga
Interdisciplinary Management Research IV
Urednik/ci
Barković, Dražen ; Runzheimer Bodo
Izdavač
Ekonomski fakultet Sveučilišta Josipa Jurja Strossmayera u Osijeku ; Hochschule Pforzheim University of Applied Sciences
Grad
Osijek : Pforzheim
Godina
2008
Raspon stranica
310-317
ISBN
978-953-253-044-5
Ključne riječi
portfolio, futures, diversification instruments
Sažetak
The author analyses one type of hedge funds styles – managed futures and shows that they are developing dynamically. Their correlation and rates of return are compared with other asset classes in order to prove that these funds are worth considering to be incorporated into traditional investment portfolios
Izvorni jezik
Engleski
Znanstvena područja
Ekonomija
Napomena
Dr. Izabela Pruchnicka-Grabias profesorica je financija na Warsaw School of Economics (Poland) te je na projektu angažirana kao vanjski suradnik.
POVEZANOST RADA
Projekti:
111-0101427-0784 - TEORIJA I PRAKSA INSTITUCIONALNOG PRISTUPA REGIONALNOM RAZVOJU (Barković Bojanić, Ivana, MZOS ) ( CroRIS)
Ustanove:
Pravni fakultet, Osijek