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Stratégies alternatives de couverture de l'inflation en ALM

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Figure

Figure 1: Crude oil and inflation over forty years in the US
Figure 2: Real sovereign 10 year yields for France, the UK and the US
Table 1: Horizon sensit i vity of the DIHTS vs. the Benchmark Portfolio for the historical simulation  allocated by IR
Figure 8: Performance comparison for the historical simulation allocated by IR
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