Does the inclusion of exposure to volatility into diversified portfolio improve the investment results? : portfolio construction from the perspective of a Polish investor
Michał Latoszek, Robert Ślepaczuk
| Year of publication: |
2020
|
|---|---|
| Authors: | Latoszek, Michał ; Ślepaczuk, Robert |
| Published in: |
Economics and business review. - Poznań : Poznań Univ. of Economics Press, ISSN 2392-1641, ZDB-ID 2820261-2. - Vol. 6/20.2020, 1, p. 46-81
|
| Subject: | volatility | asset class | portfolio optimization | Polish market | VIX | Markowitz portfolio | naïve diversification | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Polen | Poland | Anlageverhalten | Behavioural finance | Diversifikation | Diversification | Kapitalanlage | Financial investment | Portfolio-Investition | Foreign portfolio investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.18559/ebr.2020.1.3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012550231