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Managed Futures as a Portfolio Diversification Instrument

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Author Info
Izabela Pruchnicka-Grabias (Warsaw School of Economics)
Abstract

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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File URL: http://www.efos.hr/repec/osi/journl/PDF/InterdisciplinaryManagementResearchIV/IMR4a19.pdf
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Publisher Info
Article provided by Faculty of Economics in Osijek, Croatia in its journal Interdisciplinary Management Research.

Volume (Year): 4 (2008)
Issue (Month): (May)
Pages: 310-316
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Handle: RePEc:osi:journl:v:4:y:2008:p:310-316

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Related research
Keywords: hedge funds; asset classes; investment portfolios.;

Find related papers by JEL classification:
L2 - Industrial Organization - - Firm Objectives, Organization, and Behavior
N2 - Economic History - - Financial Markets and Institutions

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This page was last updated on 2009-11-19.

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