Nicolas Fulli-Lemaire

Amundi Asset Management

Resarch Analyst

90 Boulevard Pasteur

Paris, 75015

France

University of Paris 2 Pantheon-Assas

PhD

12 place du Pantheon

Paris cedex 06, 75231

France

SCHOLARLY PAPERS

6

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Top 29,110

in Total Papers Downloads

1,253

CITATIONS

0

Scholarly Papers (6)

A Dynamic Inflation Hedging Trading Strategy Using a CPPI

Journal of Finance & Risk Perspectives, Volume 1 (2) 2012, 12th ACRN International Research Conference Proceeding - 2012, Steyr, European Business Research Conference Proceedings - 2012, Rome , 7th Annual Risk Management Conference Paper - 2013, Singapore
Number of pages: 39 Posted: 03 Jan 2012 Last Revised: 24 Jul 2013
Nicolas Fulli-Lemaire
Amundi Asset Management
Downloads 328 (74,490)

Abstract:

ALM, Inflation Hedging, Portfolio Insurance, CPPI

A Dynamic Inflation Hedging Trading Strategy Using a CPPI

Journal of Finance & Risk Perspectives, Volume 1 (2) 2012 , 12th ACRN International Research Conference Proceeding 2012, Steyr , European Business Research Conference Proceedings 2012, Rome
Number of pages: 21 Posted: 02 Apr 2012 Last Revised: 07 Jan 2013
Nicolas Fulli-Lemaire
Amundi Asset Management
Downloads 194 (129,649)

Abstract:

ALM, Inflation Hedging, Portfolio Insurance, CPPI

2.

Alternative Inflation Hedging Portfolio Strategies: Going Forward Under Immoderate Macroeconomics

Alternative Investment Analyst Review - CAIA, Volume 2 (3) 2013, 2nd European Conference on Banking and the Economy 2013 Paper - Winchester UK, Eurobanking 2013 Annual Meeting Paper - Paris
Number of pages: 15 Posted: 08 Nov 2012 Last Revised: 11 Dec 2013
Nicolas Fulli-Lemaire
Amundi Asset Management
Downloads 195 (115,598)

Abstract:

inflation hedging, portfolio allocation, alternative investment, commodities, real rates, core Inflation, global macro, inflation pass-through, strategic allocation, portfolio insurance, Great Recession

3.

An Inflation Hedging Strategy with Commodities: A Core Driven Global Macro

The Journal of Investment Strategies, Risk - Summer Issue, June 2013 , 51st Euro Working Group on Commodities and Financial Modelling Meeting Paper - London 2013, 20th Forecasting Financial Markets Conference Paper - Hannover 2013, Asian Finance Association (AsFA) 2013 Conference Paper - Nanchang 2013
Number of pages: 27 Posted: 27 Mar 2012 Last Revised: 04 Jul 2013
Nicolas Fulli-Lemaire
Amundi Asset Management
Downloads 190 (132,420)

Abstract:

Inflation Hedging, Portfolio Allocation, Commodities, Core Inflation, Global Macro, Inflation Passthrough, Arbitrage Pricing, Strategic Allocation, Tactical Allocation

4.

Swapping from Headline to Core Inflation and Commodity Hedging

Insurance Risk - Risk, Oct. 2014, European Business Research Conference Proceedings - Rome IT, 2012, Southwestern Finance Association 2013 Annual Meeting Paper - Albuquerque NM, 2013, AIDEA 2013 Banking & Finance Annual Conference Paper - Lecce IT, 2013
Number of pages: 34 Posted: 08 Aug 2012 Last Revised: 19 Oct 2014
Nicolas Fulli-Lemaire and Ernesto Palidda
Amundi Asset Management and Crédit Agricole Corporate and Investment Bank - Credit Agricole Asset Management
Downloads 128 (171,925)

Abstract:

ALM, LDI, Long-term Investment, Inflation Hedging, Core Inflation, Commodities, Inflation Pass-through, Arbitrage Pricing, Synthetic Futures, Inflation Derivative, Monte-Carlo

5.

Cross-Hedging of Inflation Derivatives on Commodities: The Informational Content of Futures Markets

Amundi-Dauphine Chair 2013 Asset Management Workshop Paper, Journal of Alternative Investments, Vol. 18, No. 3, 2016
Number of pages: 24 Posted: 09 Sep 2013 Last Revised: 09 Feb 2016
Nicolas Fulli-Lemaire and Ernesto Palidda
Amundi Asset Management and Crédit Agricole Corporate and Investment Bank - Credit Agricole Asset Management
Downloads 78 (191,554)

Abstract:

Inflation, Core Inflation, Commodity Futures, Oil Futures, Breakeven Inflation Rates, Cross-Hedging, Inflation Pass-Through, Multi-dimensional Gaussian Model, Signal Processing, Kalman Filter, Equilibrium Pricing, Schwartz-Smith Model

6.

A Tale of Two Eurozones: Banks' Funding, Sovereign Risk & Unconventional Monetary Policies

Journal of Advanced Studies in Finance - ASERS, Volume (V) Summer 2014
Number of pages: 33 Posted: 13 Aug 2013 Last Revised: 15 Oct 2014
Nicolas Fulli-Lemaire
Amundi Asset Management
Downloads 43 (306,164)

Abstract:

private banks, central banks, sovereign debt risk, OMT, LTRO, non-conventional monetary policies, Euro-Zone’s sovereign debt crisis, Oaxaca-Blinder decomposition