Inflation-hedging Portfolios in Different Regimes
Year of publication: |
2011-10
|
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Authors: | Brière, Marie ; Signori, Ombretta |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | portfolio optimisation | Inflation hedge | shortfall risk | pension finance |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Portfolio and risk management for central banks and sovereign wealth funds, |
Classification: | G23 - Pension Funds; Other Private Financial Institutions ; E31 - Price Level; Inflation; Deflation ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: |
-
Inflation-hedging portfolios in Different Regimes
Briere, Marie, (2009)
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Hedging inflation risk in a developing economy: The case of Brazil
Brière, Marie, (2013)
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Hedging Inflation Risk in a Developing Economy
Signori, Ombretta, (2013)
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Volatility as an Asset Class for Long-Term Investors
Burgues, Alexander, (2009)
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Volatility Strategies for Global and Country Specific European Investors
Signori, Ombretta, (2012)
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Do Inflation-Linked Bonds Still Diversify ?
Brière, Marie, (2009)
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