29 мар. 2021 г. · Among the dynamic strategies, we find that trend-following provides the most reliable protection during important inflation shocks. Active ...

9 авг. 2021 г. · In this article, the authors provide some insight by analyzing both passive and active strategies across a variety of asset classes for the ...

We provide some insight by analysing both passive and active strategies across a variety of asset classes for the US, UK and Japan over the past 95 years.

Active strategies such as trend-following fare well during historical inflation surges, and equity factor strategies such as quality provide some protection.

Among the active strategies, the authors find that trend-following provides the most reliable protection during important inflation shocks. Active equity factor ...

22 окт. 2024 г. · Among the active strategies, the authors find that trend-following provides the most reliable protection during important inflation shocks.

With regard to inflation modelling, the third contribution of this work is to develop a new interest rate model to include inflation-indexed bonds. Based on ...

The authors find that dynamic trend-following strategies do best, posting average annualized real returns of 25%. Commodities are also strong, posting 14% real ...

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Unexpected inflation is bad news for traditional assets, such as bonds and equities, with local inflation having the greatest effect. Commodities and futures ...