Optimal Portfolio Choice in Real Terms: Measuring the Benefits of TIPS

Author:

Cartea Álvaro,Saúl Jonatan,Toro Juan

Publisher

Elsevier BV

Reference47 articles.

1. Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices;D G Barr;Journal of Monetary Economics,1997

2. The Assessment of Inflation and Portfolio Selection;N Biger;Journal of Finance,1975

3. Common Stocks as a Hedge Against Inflation;Z Bodie;Journal of Finance,1976

4. Stock Returns and Inflation: A Long-Horizon Perspective;J Boudoukh;American Economic Review,1993

5. Dynamic Asset Allocation under Inflation;M J Brennan;Journal of Finance,2002

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