Residual inflation risk
Year of publication: |
November 2018
|
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Authors: | Illeditsch, Philipp Karl |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 64.2018, 11, p. 5289-5314
|
Subject: | inflation risk | nominal bonds | cash | money market account | inflation-protected bonds | inflation-indexed bonds | TIPS | dynamic asset allocation | portfolio choice | Portfolio-Management | Portfolio selection | Inflation | Inflationserwartung | Inflation expectations | Indexanleihe | Index-linked bond | Anleihe | Bond | Indexbindung | Indexation | Rentenmarkt | Bond market | Zinsstruktur | Yield curve | Geldmarkt | Money market | Staatspapier | Government securities | Öffentliche Anleihe | Public bond |
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