Diversification and Investment Protection against Downside Risk Food Price

Autor: Mikel Ugando-Peñate
Jazyk: English<br />Spanish; Castilian<br />Portuguese
Rok vydání: 2016
Předmět:
Zdroj: Anuario Facultad de Ciencias Económicas y Empresariales, Vol 1, Iss 0, Pp 14-26 (2016)
Druh dokumentu: article
ISSN: 2218-3639
Popis: This paper describes the diversification and protection of investments in food against downside risk using results from the relationship of dependency between the dollar (USD) US and prices for corn, soybeans, wheat and rice. Given that food products are in a process of financialization, the consequences of USD bonds with food prices for managing food risk policy were discussed. We provide evidence of the effectiveness of USD hedging to reduce the risk of a portfolio of food and better overall performance in terms of function loss investor a portfolio composed only of food.
Databáze: Directory of Open Access Journals