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Managed Futures as a Portfolio Diversification Instrument

Author

Listed:
  • 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.

Suggested Citation

  • Izabela Pruchnicka-Grabias, 2008. "Managed Futures as a Portfolio Diversification Instrument," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, vol. 4, pages 310-316, May.
  • Handle: RePEc:osi:journl:v:4:y:2008:p:310-316
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    More about this item

    Keywords

    hedge funds; asset classes; investment portfolios.;

    JEL classification:

    • L2 - Industrial Organization - - Firm Objectives, Organization, and Behavior
    • N2 - Economic History - - Financial Markets and Institutions

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