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Managed Futures as a Portfolio Diversification Instrument

  • Izabela Pruchnicka-Grabias

    (Warsaw School of Economics)

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    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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    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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