000196498 001__ 196498
000196498 005__ 20180122235327.0
000196498 0247_ $$2Other$$aISSN 2081-6960
000196498 037__ $$a1827-2016-147509
000196498 037__ $$a1827-2016-148343
000196498 041__ $$apl
000196498 245__ $$aInwestowanie w towary jako forma dywersyfikacji portfela
000196498 246__ $$aInvesting in commodities as a form of portfolio diversification
000196498 260__ $$c2009-06
000196498 269__ $$a2009-06
000196498 270__ $$manna_gorska@sggw.pl$$pGórska,   Anna
000196498 270__ $$mkrawiec.monika@gmail.com$$pKrawiec,   Monika
000196498 300__ $$a8
000196498 336__ $$aJournal Article
000196498 490__ $$aZeszyty Naukowe Szkoły Głównej Gospodarstwa Wiejskiego Problemy Rolnictwa Światowego / Scientific Journal Warsaw University of Life Sciences – SGGW Problems of World Agriculture
000196498 520__ $$aThe aim of the paper was to assess the possibilities of obtaining advantages of the diversification effect brought by purchase of commodities in the Polish market. Investment portfolios consisting of different assets are analyzed, including both indirect and direct ways of investing in commodities. Rates of return, correlations and standard deviations are calculated for separate portfolios on the basis of empirical data (prices of assets). Results obtained allow to state that a share of commodities in portfolio brings notable benefits. Nevertheless they are limited due to an illiquid market of commodity derivatives in Poland as well as a lack of commodity indexes. / Synopsis. Celem pracy była ocena możliwości osiągnięcia korzyści z dywersyfikacji portfela za pomocą dostępnych form inwestowania w towary w warunkach polskiego rynku. Analizowano portfele inwestycyjne o różnym składzie, wykorzystujące pośrednie i bezpośrednie formy inwestowania w towary. Na podstawie danych empirycznych (cen walorów) wyznaczano stopy zwrotu, korelacje i odchylenia standardowe dla poszczególnych portfeli. Uzyskane wyniki pozwoliły stwierdzić, że wprowadzenie do portfela towarów przynosi wymierne korzyści. Tym niemniej są one ograniczone, ponieważ w Polsce nie ma płynnego rynku towarowych instrumentów pochodnych ani indeksów towarowych.
000196498 542__ $$fLicense granted by Mariusz Hamulczuk (mariusz_hamulczuk@sggw.pl) on 2015-01-05T10:51:37Z (GMT):

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000196498 650__ $$aConsumer/Household Economics
000196498 650__ $$aTeaching/Communication/Extension/Profession
000196498 6531_ $$acommodity markets
000196498 6531_ $$aindirect and direct ways of investing in commodities
000196498 6531_ $$aportfolio diversification
000196498 6531_ $$a/ rynki towarowe
000196498 6531_ $$apośrednie i bezpośrednie formy inwestowania w towary
000196498 6531_ $$adywersyfikacja portfela
000196498 700__ $$aGórska, Anna
000196498 700__ $$aKrawiec, Monika
000196498 773__ $$d2009$$jVolume 07$$kNumber 22$$o20$$q13$$tProblems of World Agriculture / Problemy Rolnictwa Światowego
000196498 8564_ $$s286132$$uhttps://ageconsearch.umn.edu/record/196498/files/2009_t7_2.pdf
000196498 887__ $$ahttp://purl.umn.edu/196498
000196498 909CO $$ooai:ageconsearch.umn.edu:196498$$pGLOBAL_SET
000196498 912__ $$nSubmitted by Mariusz Hamulczuk (mariusz_hamulczuk@sggw.pl) on 2015-01-05T10:55:58Z
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  Previous issue date: 2009-06
000196498 982__ $$gProblems of World Agriculture / Problemy Rolnictwa Światowego>Volume 07, Number 22, 2009
000196498 980__ $$a1827