Hedging the investment portfolio with derivatives present on the Polish market
This paper explores the evolving nature of the capital market in the second and third decades of the 21st century, characterized by its widespread accessibility to individual investors. Howthe study investigates practical methods to minimize risk, focusing on the limited availability of derivatives...
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| Format: | Article |
| Language: | English |
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AGH UNIVERSITY PRESS
2024-04-01
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| Series: | Managerial Economics |
| Online Access: | https://journals.agh.edu.pl/manage/article/view/5968 |
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| _version_ | 1850054733375471616 |
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| author | Tomasz Bernat Robert Ruszkiewicz |
| author_facet | Tomasz Bernat Robert Ruszkiewicz |
| author_sort | Tomasz Bernat |
| collection | DOAJ |
| description |
This paper explores the evolving nature of the capital market in the second and third decades of the 21st century, characterized by its widespread accessibility to individual investors. Howthe study investigates practical methods to minimize risk, focusing on the limited availability of derivatives in the Polish capital market. The research develops and tests an investment portfolio, drawing on Markowitz’s portfolio construction theory and Hull’s hedging strategy. The Polish conditions using available tools and strategies.
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| format | Article |
| id | doaj-art-47a0047e051e414e866ddbc5862fe4e7 |
| institution | DOAJ |
| issn | 1898-1143 2353-3617 |
| language | English |
| publishDate | 2024-04-01 |
| publisher | AGH UNIVERSITY PRESS |
| record_format | Article |
| series | Managerial Economics |
| spelling | doaj-art-47a0047e051e414e866ddbc5862fe4e72025-08-20T02:52:09ZengAGH UNIVERSITY PRESSManagerial Economics1898-11432353-36172024-04-0124110.7494/manage.2023.24.1.7Hedging the investment portfolio with derivatives present on the Polish marketTomasz Bernat 0Robert RuszkiewiczUniversity of Szczecin, Institute of Economics and Finance, Economics Department This paper explores the evolving nature of the capital market in the second and third decades of the 21st century, characterized by its widespread accessibility to individual investors. Howthe study investigates practical methods to minimize risk, focusing on the limited availability of derivatives in the Polish capital market. The research develops and tests an investment portfolio, drawing on Markowitz’s portfolio construction theory and Hull’s hedging strategy. The Polish conditions using available tools and strategies. https://journals.agh.edu.pl/manage/article/view/5968 |
| spellingShingle | Tomasz Bernat Robert Ruszkiewicz Hedging the investment portfolio with derivatives present on the Polish market Managerial Economics |
| title | Hedging the investment portfolio with derivatives present on the Polish market |
| title_full | Hedging the investment portfolio with derivatives present on the Polish market |
| title_fullStr | Hedging the investment portfolio with derivatives present on the Polish market |
| title_full_unstemmed | Hedging the investment portfolio with derivatives present on the Polish market |
| title_short | Hedging the investment portfolio with derivatives present on the Polish market |
| title_sort | hedging the investment portfolio with derivatives present on the polish market |
| url | https://journals.agh.edu.pl/manage/article/view/5968 |
| work_keys_str_mv | AT tomaszbernat hedgingtheinvestmentportfoliowithderivativespresentonthepolishmarket AT robertruszkiewicz hedgingtheinvestmentportfoliowithderivativespresentonthepolishmarket |