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Detail publikace
SMOLÍK, K.
Originální název
Commodities and Traditional Asset Classes
Typ
článek ve sborníku ve WoS nebo Scopus
Jazyk
angličtina
Originální abstrakt
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.
Klíčová slova
Commodities, traditional assets, return, volatility, correlation.
Autoři
Rok RIV
2013
Vydáno
7. 2. 2013
ISBN
978-5-7526-0597-0
Kniha
Contemporary Problems of Economics, Business and Management: Theory and Practice.
Strany od
216
Strany do
221
Strany počet
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" }