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Inflation Hedging for Long-Term Investors

Inflation Hedging for Long-Term Investors »

Source: Inflation Hedging for Long-Term Investors

Volume/Issue: 2009/90

Series: IMF Working Papers

Author(s): Shaun Roache , and Alexander Attie

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2009

ISBN: 9781451872378

Keywords: Investments, Portfolio Allocation, Diversification, monetary policy, effects of inflation, real interest rates, monetary policy regime,

Long-term investors face a common problem-how to maintain the purchasing power of their assets over time and achieve a level of real returns consistent with their investment objectives. While inflation-linked bonds...

The Role of Nonseparable Utility and Nontradeables in International Business Cycles and Portfolio Choice

The Role of Nonseparable Utility and Nontradeables in International Business Cycles and Portfolio Choice »

Source: The Role of Nonseparable Utility and Nontradeables in International Business Cycles and Portfolio Choice

Volume/Issue: 2007/163

Series: IMF Working Papers

Author(s): Akito Matsumoto

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2007

ISBN: 9781451867275

Keywords: international business cycle, international portfolio choice, nonseparability in utility, nontraded goods, nontraded factors, traded good, traded goods, correlation, equations, equation,

This paper analyzes the role of nonseparable utility and nontradables in business cycles and portfolio choice. I find that nonseparability in utility can change the portfolio choice significantly. Unlike previous r...

Inflation Hedging for Long-Term Investors

Inflation Hedging for Long-Term Investors »

Volume/Issue: 2009/90

Series: IMF Working Papers

Author(s): Shaun Roache , and Alexander Attie

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2009

DOI: http://dx.doi.org/10.5089/9781451872378.001

ISBN: 9781451872378

Keywords: Investments, Portfolio Allocation, Diversification, monetary policy, effects of inflation, real interest rates, monetary policy regime,

Long-term investors face a common problem-how to maintain the purchasing power of their assets over time and achieve a level of real returns consistent with their investment objectives. While inflation-linked bonds...

The Role of Nonseparable Utility and Nontradeables in International Business Cycles and Portfolio Choice

The Role of Nonseparable Utility and Nontradeables in International Business Cycles and Portfolio Choice »

Volume/Issue: 2007/163

Series: IMF Working Papers

Author(s): Akito Matsumoto

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2007

DOI: http://dx.doi.org/10.5089/9781451867275.001

ISBN: 9781451867275

Keywords: international business cycle, international portfolio choice, nonseparability in utility, nontraded goods, nontraded factors, traded good, traded goods, correlation, equations, equation,

This paper analyzes the role of nonseparable utility and nontradables in business cycles and portfolio choice. I find that nonseparability in utility can change the portfolio choice significantly. Unlike previous r...