Archive for the ‘Inflation-Indexed Investing’ Category

TIPS Liquidity and the Outlook for Inflation (2016)

Martin M. Andreasen and Jens H.E. Christensen, FRBSF Economic Letter, #2016-25, November 21, 2016.

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Protecting a Portfolio Against Inflation Risk (1997)

Strongin, Steve and Melanie Petsch, Investment Policy, Vol. 1, No. 1, pp. 63-82.

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Inflation, Index-Linked Bonds, and Asset Allocation (1990)

Bodie, Z., Journal of Portfolio Management 16(2), pp. 48-53 (link is to an earlier, free access, version from NBER).

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A Scorecard for Indexed Government Debt (1996)

Campbell, John Y. and Robert J. Shiller: National Bureau of Economic Research Macroeconomics Annual, MIT Press, 1996.

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A CPI-Futures Market (1973)

Michael C. Lovell and Robert C. Vogel, Journal of Political Economy Vol. 81, No. 4 (Jul. – Aug., 1973), The University of Chicago Press, pp. 1009-1012.

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TIPS as an Asset Class (2001)

Peng Chen and Matt Terrien, The Journal of Investing Summer 2001, Vol. 10, No. 2: pp. 73-81.

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Do Inflation-Linked Bonds Still Diversify? (2009)

Brière, M. and Signori, O. (2009), European Financial Management, 15: 279–297.

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Asset Allocation with Inflation-Protected Bonds (2004)

Kothari, S.P. and Shanken, Jay A., Financial Analysts Journal, Vol. 60, No. 1, pp. 54-70, January/February 2004.

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Inflation and Security Returns (1974)

John Lintner, The Journal of Finance, Vol. 30, No. 2, Papers and Proceedings of the Thirty-Third Annual Meeting of the American Finance Association, San Francisco, California, December 28-30, 1974 (May, 1975), pp. 259-280.

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Real Estate Returns and Inflation: An Added Variable Approach (1998)

Michael T. Bond and Michael J. Seiler, “Real Estate Returns and Inflation: An Added Variable Approach,” Journal of Real Estate Research, American Real Estate Society, vol. 15(3), 1998, pages 327-338.

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