Mahlstedt, Mirco; Zagst, Rudi - In: Risks : open access journal 4 (2016) 2, pp. 1-21
In this paper, a dynamic inflation-protected investment strategy is presented, which is based on traditional asset … regime, we determine optimal investment portfolios driven by the investment idea of protection from losses due to changing …-protected investment strategy is developed, which combines inflation protection and upside potential. This strategy outperforms standard …