Login
Register
Reset Password
Publish & Distribute
Publishing Solutions
Distribution Solutions
Subjects
Architecture and Design
Arts
Business and Economics
Chemistry
Classical and Ancient Near Eastern Studies
Computer Sciences
Cultural Studies
Engineering
General Interest
Geosciences
History
Industrial Chemistry
Jewish Studies
Law
Library and Information Science, Book Studies
Life Sciences
Linguistics and Semiotics
Literary Studies
Materials Sciences
Mathematics
Medicine
Music
Pharmacy
Philosophy
Physics
Social Sciences
Sports and Recreation
Theology and Religion
Publications
Journals
Books
Proceedings
Publishers
Blog
Contact
Search
EUR
USD
GBP
English
English
Deutsch
Polski
Español
Français
Italiano
Cart
Home
Journals
Economics and Business Review
Volume 6 (2020): Issue 1 (March 2020)
Open Access
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
Michał Latoszek
and
Robert Ślepaczuk
Robert Ślepaczuk
| Apr 09, 2020
Economics and Business Review
Volume 6 (2020): Issue 1 (March 2020)
About this article
Previous Article
Next Article
Abstract
References
Authors
Articles in this Issue
Preview
PDF
Cite
Share
Published Online:
Apr 09, 2020
Page range:
46 - 81
Received:
Nov 15, 2019
Accepted:
Mar 16, 2020
DOI:
https://doi.org/10.18559/ebr.2020.1.3
Keywords
volatility
,
asset class
,
portfolio optimization
,
Polish market
,
VIX
,
Markowitz portfolio
,
naïve diversification
© 2020 Michał Latoszek et al., published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.