IDEAS home Printed from https://ideas.repec.org/a/ags/polpwa/196498.html
   My bibliography  Save this article

Inwestowanie w towary jako forma dywersyfikacji portfela

Author

Listed:
  • Górska, Anna
  • Krawiec, Monika

Abstract

The aim of the paper was to assess the possibilities of obtaining advantages of the diversification effect brought by purchase of commodities in the Polish market. Investment portfolios consisting of different assets are analyzed, including both indirect and direct ways of investing in commodities. Rates of return, correlations and standard deviations are calculated for separate portfolios on the basis of empirical data (prices of assets). Results obtained allow to state that a share of commodities in portfolio brings notable benefits. Nevertheless they are limited due to an illiquid market of commodity derivatives in Poland as well as a lack of commodity indexes. / Synopsis. Celem pracy była ocena możliwości osiągnięcia korzyści z dywersyfikacji portfela za pomocą dostępnych form inwestowania w towary w warunkach polskiego rynku. Analizowano portfele inwestycyjne o różnym składzie, wykorzystujące pośrednie i bezpośrednie formy inwestowania w towary. Na podstawie danych empirycznych (cen walorów) wyznaczano stopy zwrotu, korelacje i odchylenia standardowe dla poszczególnych portfeli. Uzyskane wyniki pozwoliły stwierdzić, że wprowadzenie do portfela towarów przynosi wymierne korzyści. Tym niemniej są one ograniczone, ponieważ w Polsce nie ma płynnego rynku towarowych instrumentów pochodnych ani indeksów towarowych.

Suggested Citation

  • Górska, Anna & Krawiec, Monika, 2009. "Inwestowanie w towary jako forma dywersyfikacji portfela," Problems of World Agriculture / Problemy Rolnictwa Światowego, Warsaw University of Life Sciences, vol. 7(22), pages 1-8, June.
    • Handle: RePEc:ags:polpwa:196498
    DOI: 10.22004/ag.econ.196498
    as

    Download full text from publisher

    File URL: https://ageconsearch.umn.edu/record/196498/files/2009_t7_2.pdf
    Download Restriction: no
    File URL: https://libkey.io/10.22004/ag.econ.196498?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Górska, Anna, 2011. "Zastosowanie narzędzi analizy technicznej w bezpośrednim i pośrednim inwestowaniu w towary," Problems of World Agriculture / Problemy Rolnictwa Światowego, Warsaw University of Life Sciences, vol. 11(26), pages 1-10, December.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ags:polpwa:196498. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: AgEcon Search (email available below). General contact details of provider: https://edirc.repec.org/data/wesggpl.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.