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- W3149291061 abstract "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." @default.
- W3149291061 created "2021-04-13" @default.
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- W3149291061 date "2012-01-01" @default.
- W3149291061 modified "2023-09-24" @default.
- W3149291061 title "A Dynamic Inflation Hedging Trading Strategy Using a CPPI" @default.
- W3149291061 hasPublicationYear "2012" @default.
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