Managed futures as a portfolio diversification instrument

被引：0
|
作者：
Pruchnicka-Grabias, Izabela [1 ]
机构：
[1] Warsaw Sch Econ, Warsaw, Poland
来源：
INTERDISCIPLINARY MANAGEMENT RESEARCH IV | 2008年
关键词：
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
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.
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页码：310 / 316
页数：7
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