Investing in a real world with mean-reverting inflation.
Year of publication: |
2003-07-17
|
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Authors: | Kouwenberg, Roy ; Berkelaar, Berkelaar, A.B. |
Institutions: | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam |
Subject: | Inflation-protection | Intertemporal hedging demand | Optimal asset allocation | Predictability |
Extent: | application/pdf |
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Series: | Econometric Institute Research Papers. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:ems:eureir Number EI 9960/A |
Classification: | G11 - Portfolio Choice |
Source: |
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Investing in a real world with mean-reverting inflation.
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