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Publication detail
SMOLÍK, K.
Original Title
Commodities and Traditional Asset Classes
Type
conference paper
Language
English
Original Abstract
Investments in commodities have grown sharply over the last years. It may be due to an increased fear of inflation, or diversification of investment portfolios. This paper deals with the commodities as an alternative asset class, their historical return performance, volatility, and correlation in comparison with the traditional asset classes – stocks, bonds, and cash. During the reporting period 1998–2012 commodity investments show that there is a considerable difference between the return and volatility characteristics for each class of commodities, and most of them achieved higher returns than cash or equity index.
Keywords
Commodities, traditional assets, return, volatility, correlation.
Authors
RIV year
2013
Released
7. 2. 2013
ISBN
978-5-7526-0597-0
Book
Contemporary Problems of Economics, Business and Management: Theory and Practice.
Pages from
216
Pages to
221
Pages count
6
BibTex
@inproceedings{BUT101047, author="Kamil {Smolík}", title="Commodities and Traditional Asset Classes", booktitle="Contemporary Problems of Economics, Business and Management: Theory and Practice.", year="2013", pages="216--221", isbn="978-5-7526-0597-0" }