Open AccessDoes the Inclusion of Exposure to Volatility into Diversified Portfolio Improve the Investment Results? Portfolio Construction from the Perspective of a Polish Inwestor
Author(s) -
Michał Latoszek,
Robert Ślepaczuk
Publication year - 2020
Publication title -
economics and business review/the poznań university of economics review
Language(s) - English
Resource type - Journals
eISSN - 2392-1641
pISSN - 1643-5877
DOI - 10.18559/ebr.2020.1.3
Subject(s) - volatility (finance) , diversification (marketing strategy) , portfolio , financial economics , econometrics , economics , asset allocation , stochastic volatility , business , marketing