Inflation hedging : an empirical analysis on inflation nonlinearities, infrastructure, and international equities

Maximilian Georg Rödel. Gutachter: Florian von Wangenheim; Christoph Kaserer; Marc Steffen Rapp. Betreuer: Christoph Kaserer

This dissertation analyzes how asset performance relates to inflation based on 50 countries and 60 years of data. The three key findings are: a nonlinear behavior of bills, bonds, and equities against inflation, the demystification of listed infrastructure as inflation hedge, and, finally, a proposal for international equity diversification to hedge inflation. These findings help investors concerned about future inflation with conditional asset class choice.

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Year of publication:	2012
Authors:	Rödel, Maximilian Georg
Other Persons:	Kaserer, Christoph (degree supervisor) ; Wangenheim, Florian von (contributor) ; Kaserer, Christoph (Reviewer) ; Rapp, Marc Steffen (Reviewer)
Publisher:	München : Universitätsbibliothek der TU München
Subject:	inflation hedging \| nonlinearities \| infrastructure \| international diversification \| Inflationsrate \| Inflation rate \| Hedging \| Spekulation \| Speculation \| Portfolio-Management \| Portfolio selection \| Nichtlineare Regression \| Nonlinear regression \| Schätzung \| Estimation \| Welt \| World

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Extent:	Online-Ressource (XVIII, 172 S.) graph. Darst.
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Hochschulschrift ; Thesis
Language:	English
Thesis:	München, Techn. Univ., Diss., 2012
Notes:	Systemvoraussetzung: Acrobat Reader Nebent.: Inflationssicherung
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10009741569