Inflation-sensitive assets Instruments and strategies (Risk Books, 2012)
Includes bibliographical references
Contents - 1 - Inflation-sensitive assets - Stefania A. Perrucci -- - 2 - Investable commodity indexes and inflation : a brief history - Bob Greer -- - 3 - Commodities, inflation and growth : implications for policy and investments - Ric Deverell, Kamal Naqvi -- - 4 - Inflation and real estate investments - Brad Case, Susan M. Wachter -- - 5 - Infrastructure assets and inflation - Gerald Stack, Dennis Eagar, Kris Webster -- - 6 - Equity investments and inflation - Steven Bregman, Murray Stahl -- - 7 - Inflation-linked markets - Gang Hu, Stefania Perrucci -- - 8 - Understanding and trading inflation swaps and options - Brice Bénaben, Hervé Cros, Franck Triolaire -- - 9 - The role of models in modern monetary policy - Stefania A. Perrucci and David Vavra -- - 10 - Term structure of interest rates and expected inflation - Olesya V. Grishchenko, Jing-Zhi Huang -- - 11 - Monetary policy, inflation and commodity prices - Frank Browne, David Cronin -- - 12 - Inflation and asset prices - John A. Tatom -- - 13 - Inflation and equity returns - Jeffrey Oxman -- - 14 - Inflation hedging through asset and sector rotation -- - 15 - Practical models for inflation forecasting - Nic Johnson -- - 16 - Protecting insurance portfolios from inflation - Ken Griffin and Edward Y. Yao -- - 17 - Inflation, pensions and liability-driven investment solutions - Markus Aakko -- - 18 - Ultra-high-net-worth investors and the real asset value chain - Ian Barnard -- - 19 - Inflation markets : a portfolio manager's perspective - Stefania A. Perrucci -- - 20 - Inflation indexation and products in emerging markets - Brice Bénaben, Stefania A. Perrucci