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.
Handbook of Inflation Indexed Bonds
and over one million other books are available for Amazon Kindle.
Learn more
| ||||||||||||||||||
Book Description
Frequently Bought Together
Editorial Reviews
From the Back Cover
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.
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.
John Brynjolfsson is the Vice President and Fixed Income Portfolio Manager of PIMCO.
Product Details
Would you like to update product info or give feedback on images?
|
Customer Reviews
|
Share your thoughts with other customers:
|
||||||||||||||||||||||
|
Most Helpful Customer Reviews
8 of 10 people found the following review helpful:
5.0 out of 5 stars
Crucial guide,
By A Customer
This review is from: Handbook of Inflation Indexed Bonds (Frank J. Fabozzi Series) (Hardcover)
There's no better source for insight on the new-since-1997 Treasury Inflation Protection Securities [TIPS]. Brynjolfson runs one of the largest TIPS funds. Fabozzi is a well-known commentator on investments and fixed income specifically. Want details of CPI seasonality, integrating TIPS in mean-variance optimization, etc.? It's here. Also includes coverage of international TIPS-equivalents.
Share your thoughts with other customers: Create your own review
|
|
Inside This Book
(learn more)
First Sentence:
"This book provides comprehensive coverage of the history, structure, and opportunities of inflation-indexed bonds (IIBs)." Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
real funds rate, inflationindexed bonds, market inflation forecast, real yield gap, real yield volatility, inflation indexed products, market real yields, inflation risk premium, low inflation scenario, realized real returns, retirement savers, real yield curve, nominal bonds, indexed securities, bullet portfolio, real term structure, inflation duration, inflation protection bonds, nominal bond yields, nominal curve, real coupon, indexed market, stable value fund, graded method, conventional gilts Key Phrases - Capitalized Phrases (CAPs): (learn more)
United States, Consumer Price Index, Merrill Lynch, Boskin Commission, Bureau of Labor Statistics, Ibbotson Associates, Bank of England, Department of Labor, Federal Reserve, United Kingdom, French Treasury, Heon-Chul Kwon, Term Structure Data, Bank of Canada, Long Bond, New York, Retirement Source, Social Security, Monthly Labor Review, William Kan, Wrld Bond, Zvi Bodie, Cash Equivalent, Gold Price, New Zealand New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
"This book provides comprehensive coverage of the history, structure, and opportunities of inflation-indexed bonds (IIBs)." Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
real funds rate, inflationindexed bonds, market inflation forecast, real yield gap, real yield volatility, inflation indexed products, market real yields, inflation risk premium, low inflation scenario, realized real returns, retirement savers, real yield curve, nominal bonds, indexed securities, bullet portfolio, real term structure, inflation duration, inflation protection bonds, nominal bond yields, nominal curve, real coupon, indexed market, stable value fund, graded method, conventional gilts Key Phrases - Capitalized Phrases (CAPs): (learn more)
United States, Consumer Price Index, Merrill Lynch, Boskin Commission, Bureau of Labor Statistics, Ibbotson Associates, Bank of England, Department of Labor, Federal Reserve, United Kingdom, French Treasury, Heon-Chul Kwon, Term Structure Data, Bank of Canada, Long Bond, New York, Retirement Source, Social Security, Monthly Labor Review, William Kan, Wrld Bond, Zvi Bodie, Cash Equivalent, Gold Price, New Zealand New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
Citations (learn more)
This book cites 31
books:
See all 31 books this book cites
4
books
cite this book:
- Advanced Fixed Income Analytics (Frank J. Fabozzi Series) by Wesley Phoa on page 96, page 108, and page 109
- Fixed Income Portfolio Management by H. Gifford Fong in Back Matter (1), and Back Matter (2)
- Index-linked Gilts by Roger Bootle on page 33, and page 189
- Investment Management (2nd Edition) by Frank J. Fabozzi in Back Matter (1), and Back Matter (2)
- Equity Portfolio Management by Frank J. Fabozzi CFA in Back Matter (1), and Back Matter (2)
See all 31 books this book cites
- The Art of Asset Allocation : Asset Allocation Principles and Investment Strategies for any Market by David M. Darst on page 242
- Floating-Rate Securities by Frank J. Fabozzi on page 7
- Core-Satellite Portfolio Management: A Modern Approach for Professionally Managed Funds by J. Clay Singleton on page 197
- Fixed Income Securities and Derivatives Handbook: Analysis and Valuation by Moorad Choudhry in Back Matter
Books on Related Topics
(learn more)
|
What Other Items Do Customers Buy After Viewing This Item?
Suggested Tags from Similar Products(What's this?)Be the first one to add a relevant tag (keyword that's strongly related to this product).
|
Customer Discussions
|
This product's forum
Active discussions in related forums
Search Customer Discussions
|
Related forums
|
