What do scientists know about inflation hedging?

S Arnold, BR Auer - The North American Journal of Economics and Finance, 2015 - Elsevier
In this article, we give an overview of the state of scientific knowledge on inflation hedging.
Specifically, we distill the results of several decades of research analysing the relationship …

[BOOK][B] Expected returns: An investor's guide to harvesting market rewards

A Ilmanen - 2011 - books.google.com
This comprehensive reference delivers a toolkit for harvesting market rewards from a wide
range of investments. Written by a world-renowned industry expert, the reference discusses …

The inflation hedging properties of gold, stocks and real estate: A comparative analysis

AA Salisu, ID Raheem, UB Ndako - Resources Policy, 2020 - Elsevier
This study is a comparative analysis of inflation hedging properties of stocks, gold and real
estates for the US. It is hypothesised that the assets have varying market characteristics and …

Infrastructure as hedge against inflation-Fact or fantasy?

M Rödel, C Rothballer - The Journal of Alternative Investments, 2012 - search.proquest.com
Infrastructure is regularly considered a natural hedge against inflation due to its monopolistic
pricing power, the favorable regulatory regimes, and the limited operating cost exposure. In …

Is commercial real estate a good hedge against inflation? Evidence from South Africa

M Taderera, O Akinsomi - Research in International Business and Finance, 2020 - Elsevier
This study investigates the inflation hedging ability of Commercial Real Estate (CRE) in
South Africa. The Vector Error Correction (VEC) model for cointegrated time series was used …

Low‐frequency volatility of real estate securities and macroeconomic risk

CL Lee, S Stevenson, ML Lee - Accounting & Finance, 2018 - Wiley Online Library
Real estate securities have distinct characteristics that differentiate them from stocks
generally. Key amongst them is that underpinning the firms are both real and investment …

151 Trading Strategies

Z Kakushadze, JA Serur - Z. Kakushadze and JA Serur, 2018 - papers.ssrn.com
We provide detailed descriptions, including over 550 mathematical formulas, for over 150
trading strategies across a host of asset classes (and trading styles). This includes stocks …

Inflation-hedging portfolios: Economic regimes matter

M Brière, O Signori - The Journal of Portfolio Management, 2012 - jpm.pm-research.com
The exceptional rise in government deficits following the subprime crisis, the recent
commodity price spikes, and the increase in inflation volatility have revived the debate on …

The long-horizon benefits of traditional and new real assets in the institutional portfolio

GA Martin - The Journal of Alternative Investments, 2010 - search.proquest.com
This article analyzes the potential role of an expansive set of real asset classes in reducing
inflation risk in the portfolios of long-horizon institutional investors. The author proposes a …

Are common stocks a hedge against inflation in emerging markets?

NS Al-Nassar, RH Bhatti - Journal of economics and finance, 2019 - Springer
This paper examines the inflation-hedging ability of common stocks in the long run for
emerging market countries using monthly data on stock and goods prices over the period …