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Inflation Hedging: A Dynamic Approach Using Online Prices

By Alberto Cavallo, Megan Czasonis, William Kinlaw, David Turkington, State Street Associates

Aug 30, 2022

By Alberto Cavallo, David Turkington, Megan Czasonis, and William Kinlaw

We show how unstructured price data from online retailers can anticipate inflation shifts and enable investors to hedge inflation risk dynamically.

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1.Peter L. Bernstein Award for Best Article in an Institutional Investor Journal in 2013; Doriot Award for Best Private Equity Research Paper in 2022; Bernstein-Fabozzi/Jacobs-Levy Award for Outstanding Article in the Journal of Portfolio Management in 2006, 2009, 2011, 2013 (2), 2014, 2015, 2016, 2021; Roger F. Murray First Prize for Research Presented at the Q Group Conference in 2012 and 2021; Graham & Dodd Scroll Award for article in the Financial Analysts Journal in 2002 and 2010.