Handbook of inflation indexed bonds

Front Cover
Frank J. Fabozzi Associates, Feb 1, 1999 - Business & Economics - 298 pages
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In light of the recent fluctuations in the market, portfolio managers and money managers alike are turning to bonds to help offset some of the risk associated with equity-heavy portfolios. While relatively new in the United States, inflation protection bonds have long been issued in several other countries. This contributed book provides the first comprehensive guide to these securities since the first U.S. issuance in 1997, with five sections covering: strategic asset allocation; mechanics, valuation, and risk monitoring; global environment; issuers; investors.

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Contents

Musings About Real Asset Allocation
5
Shifting the Efficient Frontier with InflationIndexed Bonds
11
Using InflationIndexed Securities for Retirement
21
Recognizing and Achieving Strategic Investment Goals
43
Asset Allocation with TIPS
75
MECHANICS VALUATION AND RISK MONITORING
87
Valuing and Trading TIPS
117
Understanding the CPI
141
Understanding the Inflation Risk Premium
157
GLOBAL ENVIRONMENT PAST AND PRESENT
183
The Australian Experience
195
The U S Experience
217
ISSUERS
237
Inflation Protection Bonds and Endowment or
279
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About the author (1999)

Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and Adjunct Professor of Finance at Yale University's School of Management.
John Brynjolfsson is the Vice President and Fixed Income Portfolio Manager of PIMCO.

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