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~accessRights:"restricted"
~subject:"Portfolio selection"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Working Paper"
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Portfolio selection
Index-linked bond
48
Indexanleihe
48
Inflation
21
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16
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16
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16
Zinsstruktur
16
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Abid, Ilyes
1
Auckenthaler, Julia
1
Chopra, Monika
1
Fonseca, José Soares da
1
Haensly, Paul J.
1
Illeditsch, Philipp Karl
1
Jong, Marielle de
1
Kang, Jangkoo
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Kupfer, Alexander
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Lee, Soonhee
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Li, Kai
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Mehta, Chhavi
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Mkaouar, Farid
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Pintér, Gábor
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Prigent, Jean-Luc
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Asia-Pacific journal of financial studies
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1
The procyclicality of inflation-linked debt
Pintér, Gábor
- In:
Economics letters
218
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013466386
Saved in:
2
Relative pricing of French Treasury inflation-linked and nominal bonds : an empirical approach using arbitrage strategies
Séverac, Béatrice de
;
Fonseca, José Soares da
- In:
Portuguese economic journal
20
(
2021
)
3
,
pp. 273-295
Persistent link: https://www.econbiz.de/10012616841
Saved in:
3
Inflation-linked bonds as a separate asset class : evidence from emerging and developed markets
Chopra, Monika
;
Mehta, Chhavi
;
Srivastava, Aman
- In:
Global business review
22
(
2021
)
1
,
pp. 219-235
Persistent link: https://www.econbiz.de/10012483262
Saved in:
4
Portfolio selection with inflation-linked bonds and indexation lags
Li, Kai
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012312637
Saved in:
5
An analysis of the determinants of inflation-linked bond prices in Korea
Kang, Jangkoo
;
Lee, Soonhee
- In:
Asia-Pacific journal of financial studies
47
(
2018
)
5
,
pp. 605-633
Persistent link: https://www.econbiz.de/10012009586
Saved in:
6
Residual inflation risk
Illeditsch, Philipp Karl
- In:
Management science : journal of the Institute for …
64
(
2018
)
11
,
pp. 5289-5314
Persistent link: https://www.econbiz.de/10011947163
Saved in:
7
Long-term investment with stochastic interest and inflation rates : the need for inflation-indexed bonds
Mkaouar, Farid
;
Prigent, Jean-Luc
;
Abid, Ilyes
- In:
Economic modelling
67
(
2017
),
pp. 228-247
Persistent link: https://www.econbiz.de/10011813816
Saved in:
8
A fundamental bond index including solvency criteria
Jong, Marielle de
;
Stagnol, Lauren
- In:
The journal of asset management
17
(
2016
)
4
,
pp. 280-294
Persistent link: https://www.econbiz.de/10011504263
Saved in:
9
Is a pure TIPS strategy truly risk free?
Haensly, Paul J.
- In:
Review of financial economics : RFE
28
(
2016
),
pp. 1-20
Persistent link: https://www.econbiz.de/10011579659
Saved in:
10
The impact of liquidity on inflation-linked bonds : a hypothetical indexed bonds approach
Auckenthaler, Julia
;
Kupfer, Alexander
;
Sendlhofer, Rupert
- In:
The North American journal of economics and finance : a …
32
(
2015
),
pp. 139-154
Persistent link: https://www.econbiz.de/10011514457
Saved in:
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