Solution of portfolio strategies on hedging against inflation risk

zbMATH Open1374.91112MaRDI QIDQ2987145FDOQ2987145

Authors: Xiaochen Zheng, Yulin Liu, Xiaoxu Cao 

Publication date: 17 May 2017

Recommendations

• The effect of inflation risk and subsistence constraints on portfolio choice
• Mean-variance portfolio selection with inflation hedging strategy: a case of a defined contributory pension scheme
• Optimal portfolio-consumption choice under stochastic inflation with nominal and indexed bonds
• scientific article; zbMATH DE number 7234666
• Portfolio decision with a quadratic utility and inflation risk

zbMATH Keywords

inflationportfolio strategiesindexed bond

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cited In (7)

• Mean-variance portfolio selection with inflation hedging strategy: a case of a defined contributory pension scheme
• Pricing inflation-linked variable annuities under stochastic interest rates
• Portfolio selection with inflation-linked bonds and indexation lags
• Optimal portfolio-consumption choice under stochastic inflation with nominal and indexed bonds
• The effect of inflation risk and subsistence constraints on portfolio choice
• The optimal mean variance problem with inflation
• Age-dependent robust strategic asset allocation with inflation-deflation hedging demand

This page was built for publication: Solution of portfolio strategies on hedging against inflation risk

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2987145)