Search Results - subject:"Inflation hedging"

Listed Real Estate as an Inflation Hedge Across Regimes

Muckenhaupt, Jan; Hoesli, Martin; Zhu, Bing - In: The Journal of Real Estate Finance and Economics (2023), pp. 1-51

This paper examines the inflation-hedging capability of listed real estate (LRE) companies in the US from 1975 to 2023 … expected inflation and shows a superior inflation hedging ability than stocks. Additionally, we identify inflation-hedging … portfolios by minimizing the expected shortfall. This inflation-hedging portfolio allocation methodology suggests that listed …

Persistent link: https://www.econbiz.de/10015331785

Listed Real Estate as an Inflation Hedge across Regimes

Muckenhaupt, Jan; Hoesli, Martin; Zhu, Bing - 2023

This paper investigates the inflation hedging capability of listed real estate (LRE) companies from 1990 to 2021 in … and shows a superior inflation hedging ability than stocks. Additionally, we identify inflation-hedging portfolios by … minimizing the expected shortfall. This inflation-hedging portfolio allocation methodology suggests that listed real estate …

Persistent link: https://www.econbiz.de/10014254496

Listed Real Estate as an Inflation Hedge Across Regimes

Muckenhaupt, Jan; Hoesli, Martin; Zhu, Bing - In: The Journal of Real Estate Finance and Economics 70 (2023) 2, pp. 189-239

Persistent link: https://www.econbiz.de/10015407851

Inflation hedging via tracking portfolios in the BRICS markets

Meshram, Vedprakash; Lalwani, Vaibhav - In: Cogent economics & finance 12 (2024) 1, pp. 1-16

application in less stable economic environments. This study provides a critical analysis of constructing inflation-hedging … inflation hedging in less stable economic environments, this study offers valuable insights for investors and contributes …

Persistent link: https://www.econbiz.de/10015192402

U.S. and European listed real estate as an inflation hedge

Muckenhaupt, Jan; Hoesli, Martin; Zhu, Bing - 2024

Persistent link: https://www.econbiz.de/10014543731

Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows

Nagel, Stefan; Yan, Zhen - 2022

Households participating in financial markets pay attention to inflation news when making their investment decisions, even in an environment of mostly low and stable inflation. ETFs and open-ended mutual funds holding Treasury Inflation-Protected Securities (TIPS) receive inflows from retail...

Persistent link: https://www.econbiz.de/10014290028