This paper investigates the inflation hedging capability of listed real estate (LRE) companies from 1990 to 2021 in … and shows a superior inflation hedging ability than stocks. Additionally, we identify inflation-hedging portfolios by … minimizing the expected shortfall. This inflation-hedging portfolio allocation methodology suggests that listed real estate …

This paper analyzes optimal hedging of a tradable risk (e.g. price risk or exchange rate risk) with forward contracts … in the presence of untradable inflation risk. Utility is defined over real wealth. Optimal forward positions are derived … risk premium and hence some risk taking. If untradable inflation risk is a monotone function of the tradable risk plus …

We examine the inflation-hedging properties of various financial assets and portfolios by estimating simple time … 30 years. There is no one-size-fits-all approach to inflation hedging: the optimal hedge depends on the particular types … - 2022, many historical hedging relationships failed, as monetary policy tightening lagged inflation. …