Publication detail

Commodities and Traditional Asset Classes

SMOLÍK, K.

Original Title

Commodities and Traditional Asset Classes

Type

conference paper

Language

English

Original Abstract

Investments in commodities have grown sharply over the last years. It may be due to an increased fear of inflation, or diversification of investment portfolios. This paper deals with the commodities as an alternative asset class, their historical return performance, volatility, and correlation in comparison with the traditional asset classes – stocks, bonds, and cash. During the reporting period 1998–2012 commodity investments show that there is a considerable difference between the return and volatility characteristics for each class of commodities, and most of them achieved higher returns than cash or equity index.

Keywords

Commodities, traditional assets, return, volatility, correlation.

Authors

SMOLÍK, K.

RIV year

2013

Released

7. 2. 2013

ISBN

978-5-7526-0597-0

Book

Contemporary Problems of Economics, Business and Management: Theory and Practice.

Pages from

216

Pages to

221

Pages count

6

BibTex

@inproceedings{BUT101047,
  author="Kamil {Smolík}",
  title="Commodities and Traditional Asset Classes",
  booktitle="Contemporary Problems of Economics, Business and Management: Theory and Practice.",
  year="2013",
  pages="216--221",
  isbn="978-5-7526-0597-0"
}