A Dynamic Inflation Hedging Trading Strategy Using a CPPI
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Cited by:
- Fulli-Lemaire, Nicolas, 2013. "Alternative inflation hedging strategies for ALM," MPRA Paper 43755, University Library of Munich, Germany.
- Fulli-Lemaire, Nicolas, 2012. "Alternative Inflation Hedging Portfolio Strategies: Going Forward Under Immoderate Macroeconomics," MPRA Paper 42854, University Library of Munich, Germany.
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More about this item
Keywords
ALM; Inflation Hedging; Portfolio Insurance; CPPI;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
NEP fields
This paper has been announced in the following NEP Reports:- NEP-IAS-2012-12-10 (Insurance Economics)
- NEP-RMG-2012-12-10 (Risk Management)
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