Parameters of portfolio with alternative investments

Anna Kasprzak-Czelej

Abstract


The article briefly describes the portfolio characteristics connected with the distribution of its rates of return and presents the results of empirical studies on the parameters of portfolios including particular alternative investments (commodities, precious metals, real estate fund, hedge funds, investable wine).

Keywords


alternative investments; investment portfolio; kurtosis; skewness

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DOI: http://dx.doi.org/10.17951/h.2013.47.3.249
Date of publication: 2015-07-23 22:18:16
Date of submission: 2015-07-22 00:16:55


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