Fr. 115.00

Handbook of Inflation Indexed Bonds

English · Hardback

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Description

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Handbook of Inflation Indexed Bonds provides complete coverage of inflation protection bonds beginning with their first U.S. issuance in 1997. Five, in-depth sections detail: strategic asset allocation; mechanics, valuation, and risk monitoring; global environment; issuers; and investors.

List of contents










Contributing Authors.

Foreword (W. Gross).

1. Introduction (J. Brynjolfsson and F. Fabozzi).

SECTION I: STRATEGIC ASSET ALLOCATION.

2. Musings About Real Asset Allocation (J. Brynjolfsson).

3. Shifting the Efficient Frontier with Inflation-Indexed Bonds (R. Dalio and D. Bernstein).

4. Using Inflation-Indexed Securities for Retirement Savings and Income: The TIAA-CREF Experience (P. Hammond).

5. Recognizing and Achieving Strategic Investment Goals (B. Moore).

6. Inflation Hedging in a Low-Inflation World: The Plan Sponsor's Rationale (L. Siegel).

7. Asset Allocation with TIPS (J. Brynjolfsson and E. Rennie).

SECTION II: MECHANICS, VALUATION, AND RISK MONITORING.

8. Quantitative Approaches to Inflation-Indexed Bonds (W. Phoa).

9. Valuing and Trading TIPS (G. Lucas and T. Quek).

10. Understanding the CPI (W. Kan).

11. Understanding the Inflation Risk Premium (P. Hammond, et al.)

SECTION III: GLOBAL ENVIRONMENT: PAST AND PRESENT.

12. The U.K. Experience (M. Deacon).

13. The Australian Experience (M. Chadwick).

14. The Canadian Experience (K. Basta and M. Klaponski).

15. The U.S. Experience (R. Anderson).

16. The French Experience (C. O'Hagan).

SECTION IV: ISSUERS.

17. Arguments for Issuing Linkers (W. Lloyd).

18. Corporate and Agency Inflation-Linked Securities (A. Rosen, et al.).

SECTION V: INVESTORS.

19. The Individual Investor and Inflation-Indexed Bonds: Tax Issues and Retirement Planning (C. Kinney).

20. Inflation Indexed Products for Stable Value Funds (D. LeRoux and V. Gallo).

21. Inflation Protection Bonds and Endowment or Foundation Investment Policy (W. Schneider).

22. Foundation Applications (A. Heuberger).

Index.

About the author










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.

Product details

Authors Brynjolfsson, Fabozzi
Assisted by John Brynjolfsson (Editor), Frank J Fabozzi (Editor), Frank J. Fabozzi (Editor), Fabozzi Frank J. (Editor)
Publisher Wiley
 
Languages English
Product format Hardback
Released 28.02.1999
 
EAN 9781883249489
ISBN 978-1-883249-48-9
No. of pages 310
Dimensions 119 mm x 247 mm x 23 mm
Weight 544 g
Series Frank J. Fabozzi Library
Frank J. Fabozzi Series
Subjects Social sciences, law, business > Business > Business administration

POLITICAL SCIENCE / Political Economy, Political Economy

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