15/06/2012 Portfolio Allocation Inflation-Hedging Portfolios: Economic Regimes Matter The exceptional rise in government deficits following the subprime crisis, the recent commodity price spikes and the increase in inflation volatility...
15/01/2012 Portfolio Allocation Volatility Strategies for Global and Country Specific European Investors Adding volatility exposure to an equity portfolio offers interesting opportunities for long-term investors.
15/01/2012 Portfolio Allocation Inflation and Individual Equities We study the inflation hedging ability of individual stocks.
15/04/2008 Portfolio Allocation Do Inflation-Linked Bonds Still Diversify? The diversifying power of inflation-linked (IL) bonds relative to traditional asset classes has changed significantly.
15/01/2008 Portfolio Allocation Bond Market "Conundrum": New factors to explain long-term interest rates?