Lionel Martellini, Vincent Milhau: This paper proposes an empirical analysis of the opportunity gains (costs) involved in introducing (removing) various assets with attractive inflation-hedging properties for long-term investors facing inflation-linked liabilities.
Professor of Finance, EDHEC Business SchoolScientific Director, EDHEC-Risk InstituteVincent MilhauDeputy Research Director, EDHEC-Risk Institute
Type: | Working paper |
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Date: | le 06/01/2014 |
Extra information : | For more information, please contact EDHEC Research and Development Department [ [email protected] ] |
Research Cluster : | Finance |