Výsledky vyhledávání - "Michał Latoszek"

Does the Inclusion of Exposure to Volatility into Diversified Portfolio Improve the Investment Results? Portfolio Construction from the Perspective of a Polish Inwestor

Autor: Robert Ślepaczuk, Michał Latoszek

Publikováno v: Economics and Business Review, Vol 6, Iss 1, Pp 46-81 (2020)

The main goal of this research is to analyse the investment benefits from an incorporation of the volatility exposure to the diversified portfolio from the perspective of a Polish investor. Volatility, treated as a new asset class, may improve the pe

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3d7b038328be774e325e28dd0e513426
https://doi.org/10.18559/ebr.2020.1.3

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