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Does the inclusion of exposure to volatility into diversified portfolio improve the investment results? Portfolio construction from the perspective of a Polish investor

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cris.lastimport.scopus2024-02-12T20:50:55Z
dc.affiliationUniwersytet Warszawski
dc.contributor.authorLatoszek, Michał
dc.contributor.authorŚlepaczuk, Robert
dc.date.accessioned2024-01-24T22:12:05Z
dc.date.available2024-01-24T22:12:05Z
dc.date.copyright2020-03-19
dc.date.issued2020
dc.date.openaccess1
dc.description.accesstimeAFTER_PUBLICATION
dc.description.financePublikacja bezkosztowa
dc.description.number1
dc.description.versionFINAL_PUBLISHED
dc.description.volume6 (20)
dc.identifier.doi10.18559/EBR.2020.1.3
dc.identifier.issn2392-1641
dc.identifier.urihttps://repozytorium.uw.edu.pl//handle/item/105186
dc.identifier.weblinkhttp://dx.doi.org/10.18559/ebr.2020.1.3
dc.languageeng
dc.pbn.affiliationeconomics and finance
dc.relation.ispartofEconomics and Business Review
dc.relation.pages46-81
dc.rightsOther
dc.sciencecloudnosend
dc.subject.envolatility, asset class, portfolio optimization, Polish market, VIX, Markowitz portfolio, naïve diversification
dc.titleDoes the inclusion of exposure to volatility into diversified portfolio improve the investment results? Portfolio construction from the perspective of a Polish investor
dc.typeJournalArticle
dspace.entity.typePublication