Artikel
Seeking the diversification benefits with foreign equities and commocities: The case of Polish investor
By estimating the correlation coefficients values we compare in this study the diversification potential of the different foreign equity markets and commodities. We present the findings that reflect the perspective of Polish investor. Our results are following: we identify a significant departure from normality in assets returns distributions, hence we provide an evidence on changing correlation patterns, which means varying diversification potential of different assets. We note that commodities are rather moderately correlated with the equity markets and the degree of comovement even diminish if we convert the USD prices into PLN ones. This phenomenon increases the potential for risk reduction of Polish investor.
- Sprache
-
Englisch
- Erschienen in
-
Journal: e-Finanse: Financial Internet Quarterly ; ISSN: 1734-039X ; Volume: 8 ; Year: 2012 ; Issue: 3 ; Pages: 26-36 ; Rzeszów: University of Information Technology and Management
- Klassifikation
-
Wirtschaft
International Finance: General
Financial Aspects of Economic Integration
Portfolio Choice; Investment Decisions
- Thema
-
foreign equities
commodities
diversification benefits
Diversifikation
Portfolio-Management
Internationaler Finanzmarkt
Kapitaleinkommen
Polen
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Kurach, Radoslaw
- Ereignis
-
Veröffentlichung
- (wer)
-
University of Information Technology and Management
- (wo)
-
Rzeszów
- (wann)
-
2012
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:45 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Artikel
Beteiligte
- Kurach, Radoslaw
- University of Information Technology and Management
Entstanden
- 2012
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