ISBN-10:
1883249481
ISBN-13:
9781883249489
Pub. Date:
02/01/1999
Publisher:
Wiley
Handbook Of Inflation Indexed / Edition 1

Handbook Of Inflation Indexed / Edition 1

by John Brynjolfsson, Frank J. Fabozzi

Hardcover

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Overview

Handbook Of Inflation Indexed / Edition 1

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.

Product Details

ISBN-13: 9781883249489
Publisher: Wiley
Publication date: 02/01/1999
Series: Frank J. Fabozzi Series , #44
Pages: 306
Product dimensions: 4.67(w) x 9.70(h) x 0.89(d)

About the Author

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

Table 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 andIncome: 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'sRationale (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, etal.)

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, etal.).

SECTION V: INVESTORS.

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

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

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

22. Foundation Applications (A. Heuberger).

Index.

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