Allocating Commodities in Inflation Hedging Portfolios: A Core Driven Global Macro Strategy
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Cited by:
- Fulli-Lemaire, Nicolas & Palidda, Ernesto, 2012. "Swapping Headline for Core Inflation: An Asset Liability Management Approach," MPRA Paper 42853, University Library of Munich, Germany, revised 16 Nov 2012.
- Fulli-Lemaire, Nicolas, 2013. "Alternative inflation hedging strategies for ALM," MPRA Paper 43755, University Library of Munich, Germany.
- Fulli-Lemaire, Nicolas, 2012. "Alternative Inflation Hedging Portfolio Strategies: Going Forward Under Immoderate Macroeconomics," MPRA Paper 42854, University Library of Munich, Germany.
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More about this item
Keywords
Inflation Hedging; Portfolio Allocation; Commodities; Core Inflation; Global Macro; Inflation Passthrough; Arbitrage Pricing; Strategic Allocation; Tactical Allocation;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- Q0 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2012-12-10 (Macroeconomics)
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