Travail de recherche/Working paper
Titre: |
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Auteur: | Briere, Marie; Signori, Ombretta |
Statut de publication: | Publié, 2009 |
series: | Working papers CEB, 09-047.RS |
Sujet CREF: | Economie |
Sujet JEL: | Price Level; Inflation; Deflation |
Portfolio Choice; Investment Decisions | |
Asset Pricing; Trading volume; Bond Interest Rates | |
Pension Funds; Other Private Financial Institutions; Institutional Investors | |
Volumes/pages: | 41 p. |
Mots-clés: | inflation hedge |
pension finance | |
shortfall risk | |
portfolio optimisation | |
Langue: | Anglais |
Identificateurs: | RePEc:sol:wpaper:09-047 |