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Alternative Investments Inflation-Indexed Securities and Inflation Risk Management Conference 10 February, 2009 - New York, United States
Organised by Tobias Adrian, John Y. Campbell, William Dudley, Frank Keane

Inflation-indexed securities such as TIPS have become increasingly important instruments for investors, policy makers, and treasury departments. Moreover, the market in inflation derivatives has been growing. While TIPS are young compared to inflation-indexed markets in some other countries, data on TIPS now provide researchers with a history spanning over a decade, allowing deeper analysis of fundamental questions in macro-finance, pricing, and risk management. The conference brings together experts in inflation pricing and hedging, inflation-indexed issuer asset-liability management, and macroeconomics. A highlight of the conference will be the panel consisting of leading academics, current and former Federal Reserve and Treasury officials, and practitioners, discussing the welfare implications of inflation-protected securities.

At the conference, Lionel Martellini, Scientific Director of the EDHEC Risk and Asset Management Research Centre, will be presenting a paper entitled, "Inflation-Hedging Properties of Real Assets and Implications for Asset-Liability Management Decisions", co-authored with Noël Amenc, Director of the EDHEC Risk and Asset Management Research Centre, and Volker Ziemann, Senior Research Engineer. This paper was sponsored by Morgan Stanley Investment Management as part of the EDHEC-Morgan Stanley Investment Management "Financial Engineering and Global Alternative Portfolios for Institutional Investors" research chair.
Event Details
  When   Between 10/02/2009 08:00 AM and 10/02/2009 06:00 PM
Where   Federal Reserve Bank of New York, 12th Floor Conference Room, 33 Liberty Street, New York , NY 10045, USA
Contact Details
  Name   Federal Reserve Bank of New York
E-mail   Inflation.Conference2009@ny.frb.org