Travail de recherche/Working paper
Titre:
  • Inflation-hedging portfolios in Different Regimes
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