Managed Futures as a Portfolio Diversification Instrument

Izabela Pruchnicka-Grabias
Additional contact information
Izabela Pruchnicka-Grabias: Warsaw School of Economics

Interdisciplinary Management Research, 2008, vol. 4, 310-316

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.

Keywords: hedge funds; asset classes; investment portfolios. (search for similar items in EconPapers)
JEL-codes: L2 N2 (search for similar items in EconPapers)
Date: 2008
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.efos.hr/repec/osi/journl/PDF/Interdisci ... searchIV/IMR4a19.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:osi:journl:v:4:y:2008:p:310-316

Access Statistics for this article

More articles in Interdisciplinary Management Research from Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia Contact information at EDIRC.
Bibliographic data for series maintained by Hrvoje Serdarusic, PhD ( this e-mail address is bad, please contact ).