Hedging inflation-linked liabilities without inflation-linked instruments through long/short investments in nominal bonds
Year of publication: |
2015
|
---|---|
Authors: | Martellini, Lionel ; Milhau, Vincent ; Tarelli, Andrea |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 24.2015, 3, p. 5-29
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Hedging | Indexanleihe | Index-linked bond | Derivat | Derivative | Inflation | Anleihe | Bond |
-
Non-fully invested derivative-free bond index replication
Markov, Iliya, (2013)
-
da Fonseca, José S., (2016)
-
Portfolio selection with inflation-linked bonds and indexation lags
Li, Kai, (2019)
- More ...
-
Martellini, Lionel, (2015)
-
Capital structure decisions and the optimal design of corporate market debt prograams
Martellini, Lionel, (2018)
-
Dynamic allocation decisions in the presence of funding ratio constraints
MARTELLINI, LIONEL, (2012)
- More ...