A Dynamic Inflation Hedging Trading Strategy Using a CPPI

This article tries to solve the portfolio inflation hedging problem by introducing a new class of dynamic trading strategies derived from classic portfolio insurance techniques adapted to the real world. These strategies aim at yielding higher returns on a risk-adjusted basis than regular inflation hedging portfolio allocation while achieving a lower cost than comparable option-based guaranteed real value strategies

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Year of publication:	2013
Authors:	Fulli-Lemaire, Nicolas
Publisher:	[2013]: [S.l.] : SSRN
Subject:	Inflation \| Hedging \| Portfolio-Management \| Portfolio selection \| Kapitaleinkommen \| Capital income

Extent:	1 Online-Ressource (39 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Journal of Finance & Risk Perspectives, Volume 1 (2) 2012 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 4, 2013 erstellt
Other identifiers:	10.2139/ssrn.1978438 [DOI]
Classification:	c58 ; C63 - Computational Techniques ; E31 - Price Level; Inflation; Deflation ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; G12 - Asset Pricing ; G11 - Portfolio Choice ; G2 - Financial Institutions and Services ; Q0 - Agricultural and Natural Resource Economics. General
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013091884