User profiles for I. Rudolph-Shabinsky
 | Ivan Rudolph-ShabinskyProfessor of Business, Dominican College Verified email at dc.edu Cited by 21 |
Assigning a duration to inflation-protected bonds
I Rudolph-Shabinsky, FH Trainer Jr - Financial Analysts Journal, 1999 - Taylor & Francis
In evaluating US Treasury inflation-protected securities (TIPS) for fixed-income portfolios,
managers frequently use the TIPS' effective durations, which are much shorter than modified …
managers frequently use the TIPS' effective durations, which are much shorter than modified …
LDI: Reducing Downside Risk with Global Bonds
AM Martier, I Rudolph-Shabinsky… - The Journal of …, 2012 - joi.pm-research.com
Most LDI portfolios utilize long-maturity domestic bonds, with the assumption that they are
the best match for longterm liabilities, such as pension obligations.This article investigates …
the best match for longterm liabilities, such as pension obligations.This article investigates …
Nominal rates, real rates, and expected inflation: Results from a study of US Treasury Inflation-Protected Securities
FE Laatsch, DP Klein - The Quarterly Review of Economics and Finance, 2003 - Elsevier
… line with the “real yield beta’s” reported by Rudolph-Shabinsky and Trainer (1999) and by
Lucas and Quek (1998). Rudolph-Shabinsky and Trainer report real yield βs to vary from 0.1 to …
Lucas and Quek (1998). Rudolph-Shabinsky and Trainer report real yield βs to vary from 0.1 to …
The nominal duration of TIPS bonds
FE Laatsch, DP Klein - Review of Financial Economics, 2005 - Elsevier
This paper studies the price responsiveness (effective duration) of US government issued
inflation-indexed bonds, known by the acronym TIPS (Treasury Inflation-Protected Securities), …
inflation-indexed bonds, known by the acronym TIPS (Treasury Inflation-Protected Securities), …
[PDF][PDF] Analytical Synthesis
IA Decisions - 2006 - anasyn.com
The conventional investment-allocation process makes recommendations based upon the
expected return and variability of the possible investments. Though these inputs are estimates…
expected return and variability of the possible investments. Though these inputs are estimates…
Higher-Order Durations with Respect to Inflation and Real Rates and Their Portfolio Management Applications
FJ Fabozzi, Y Xu - The Journal of Fixed Income, 2012 - search.proquest.com
This study considers duration measures of any order with respect to inflation and real rates
for both nominal bonds and real bonds (ie, inflation-indexed bonds, or TIPS). The authors …
for both nominal bonds and real bonds (ie, inflation-indexed bonds, or TIPS). The authors …
Exploiting Money Illusion in the Markets for Inflation Protected Securities
R Wathen - 2022 - osuva.uwasa.fi
… TIPS into a bond portfolio, Rudolph-Shabinsky and Trainer (1999) … industry practice (Rudolph-Shabinsky
and Trainer (1999). … TIPS theory, presented by Rudolph-Shabinsky and Trainer …
and Trainer (1999). … TIPS theory, presented by Rudolph-Shabinsky and Trainer …
Inflation, Hyperinflation, Adjustment Lags: Why TIPS Don't
F Laatsch - Journal of Financial Planning, 2013 - search.proquest.com
Treasury Inflation Protected Securities (TIPS) are popular investment vehicles for investors
concerned with maintaining positive real returns during periods of inflation. However, the …
concerned with maintaining positive real returns during periods of inflation. However, the …
[HTML][HTML] Inflation, Hyperinflation, Adjustment Lags: Why TIPS Don't Guarantee Real Rate of Return
F Laatsch - Journal of Financial Planning, 2013 - financialplanningassociation.org
Treasury Inflation Protected Securities (TIPS) are popular investment vehicles for investors
concerned with maintaining positive real returns during periods of inflation. However, the …
concerned with maintaining positive real returns during periods of inflation. However, the …
Do Inflation‐Linked Bonds Still Diversify?
M Brière, O Signori - European Financial Management, 2009 - Wiley Online Library
The diversifying power of inflation‐linked (IL) bonds relative to traditional asset classes has
changed significantly. In this paper, we study the dynamics of conditional volatilities and …
changed significantly. In this paper, we study the dynamics of conditional volatilities and …