Asset allocation implications of inflation protection securities: Adding "real" class to portfolios

Journal of Portfolio Management

Volumn 24, Issue 4, 1998, Pages 93-100

  Lamm Jr , R McFall ^a  

^a Bankers Trust Company   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032093286     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.1998.409646     Document Type: Article

References (5)

1. Bootle, Roger. Index Linked Gilts. New York: Woodhead-Faukner, 1991.
2. Chopra, Vijay. "Improving Optimization." Journal of Investing, Fall 1993, pp. 51-58.
3. Chopra, Vijay, and William Ziemba. "The Effect of Errors in Means, Variances, and Covariances on Portfolio Choices." Journal of Portfolio Management, Winter 1993, pp. 6-11.
4. Greer, Robert. "What is an Asset Class Anyway?" Journal of Portfolio Management, Winter 1997, pp. 86-91.
5. Lamm, R. McFall, Jr. "U.S. Inflation-Indexed Bonds: An Overview." Bankers Trust Global Economics Research report, September 6, 1996.