Estimating inflation risk premia using inflation‐linked bonds: A review

A Kupfer - Contemporary Topics in Finance: A Collection of …, 2019 - Wiley Online Library
This chapter presents and compares existing studies' research designs and data used and
shows their estimates for the inflation risk premium, thus building on the work of Bekaert and …

Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee

ML Tang, SN Chen, GC Lai, TP Wu - Insurance: Mathematics and …, 2018 - Elsevier
This paper aims to propose referable asset allocation criteria for a defined-contribution (DC)
pension plan under stochastic interest rates and the minimum guarantee of inflation …

Is bitcoin a diversifier, hedge or safe haven for traditional and alternate asset classes?

M Chopra, C Mehta - Cogent Economics & Finance, 2022 - Taylor & Francis
Given the skyrocketing returns earned by bitcoin, it has received widespread attention as an
investment asset. The shocks experienced by stock and bond markets over time and …

Emerging market inflation-linked bonds

L Swinkels - Financial Analysts Journal, 2012 - Taylor & Francis
Investigating the value added by inflation-linked bonds in investment portfolios in emerging
markets, the author found that the inclusion of inflation-linked bonds improved the risk …

Protecting Portfolios Against Inflation

E Podkaminer, W Tollette, L Siegel - The Journal of Investing, 2021 - joi.pm-research.com
Chronic pain involves both central and peripheral neuronal plasticity that encompasses
changes in the brain, spinal cord, and peripheral nociceptors. Within the forebrain …

Inflation-linked bonds as a separate asset class: Evidence from emerging and developed markets

M Chopra, C Mehta, A Srivastava - Global Business Review, 2021 - journals.sagepub.com
One of the key goals of strategic asset allocation is protection against inflation. High inflation
eats up real returns, causing a damaging effect on a portfolio of bonds and equities. Inflation …

Tactical asset allocation with macroeconomic factors

J Chong, GM Phillips - The Journal of Wealth Management, 2014 - search.proquest.com
Since the onset of the Great Recession in 2008, the practice of tactical asset allocation has
received increased interest from practitioners. Though commonly used in conjunction with …

Strategic asset allocation for individual investors: the impact of the present value of Social Security benefits

SP Fraser, WW Jennings, DR King - Financial Services Review, 2001 - Elsevier
This paper demonstrates the dramatic effect of Social Security wealth on individuals' asset
allocation. We first discuss why Social Security wealth should be included in portfolio asset …

Energy stocks as a separate portfolio allocation

WW Jennings - The Journal of Wealth Management, 2012 - search.proquest.com
This article examines energy stocks in the context of a diversified investment portfolio.
Several factors-the importance of the energy sector, energy stocks' potential to hedge …

Are Treasury inflation protected securities really tax disadvantaged?

SE Hein, JM Mercer - Journal of Financial Research, 2006 - Wiley Online Library
In 1997, the US Treasury introduced Inflation Protected Securities, commonly known as
TIPS. Several in the finance field have since described these securities as “tax …