90 Boulevard Pasteur
12 place du Pantheon
Paris cedex 06, 75231
Amundi Asset Management
University of Paris 2 Pantheon-Assas
in Total Papers Downloads
ALM, Inflation Hedging, Portfolio Insurance, CPPI
inflation hedging, portfolio allocation, alternative investment, commodities, real rates, core Inflation, global macro, inflation pass-through, strategic allocation, portfolio insurance, Great Recession
Inflation Hedging, Portfolio Allocation, Commodities, Core Inflation, Global Macro, Inflation Passthrough, Arbitrage Pricing, Strategic Allocation, Tactical Allocation
ALM, LDI, Long-term Investment, Inflation Hedging, Core Inflation, Commodities, Inflation Pass-through, Arbitrage Pricing, Synthetic Futures, Inflation Derivative, Monte-Carlo
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
private banks, central banks, sovereign debt risk, OMT, LTRO, non-conventional monetary policies, Euro-Zone’s sovereign debt crisis, Oaxaca-Blinder decomposition
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