Cross-Hedging of Inflation Derivatives on Commodities
Nicolas Fulli-Lemaire and Ernesto Palidda
The Journal of Alternative Investments Winter 2016, 18 (3) 57-73; DOI: https://doi.org/10.3905/jai.2016.18.3.057
Nicolas Fulli-Lemaire
Nicolas Fulli-Lemaire is a research analyst at Amundi Asset Management and at the University of Paris II in Paris, France.
Ernesto Palidda
Ernesto Palidda is a VP at an Investment Bank in London.
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In this issue
The Journal of Alternative Investments
Vol. 18, Issue 3
Winter 2016
Cross-Hedging of Inflation Derivatives on Commodities
Nicolas Fulli-Lemaire, Ernesto Palidda
The Journal of Alternative Investments Dec 2015, 18 (3) 57-73; DOI: 10.3905/jai.2016.18.3.057