Handbook of Inflation Indexed Bonds

Contributing Authors.
<br />
<br /> Foreword (W. Gross).
<br />
<br /> 1. Introduction (J. Brynjolfsson and F. Fabozzi).
<br />
<br /> SECTION I: STRATEGIC ASSET ALLOCATION.
<br />
<br /> 2. Musings About Real Asset Allocation (J. Brynjolfsson).
<br />
<br /> 3. Shifting the Efficient Frontier with Inflation–Indexed Bonds (R. Dalio and D. Bernstein).
<br />
<br /> 4. Using Inflation–Indexed Securities for Retirement Savings and Income: The TIAA–CREF Experience (P. Hammond).
<br />
<br /> 5. Recognizing and Achieving Strategic Investment Goals (B. Moore).
<br />
<br /> 6. Inflation Hedging in a Low–Inflation World: The Plan Sponsor′s Rationale (L. Siegel).
<br />
<br /> 7. Asset Allocation with TIPS (J. Brynjolfsson and E. Rennie).
<br />
<br /> SECTION II: MECHANICS, VALUATION, AND RISK MONITORING.
<br />
<br /> 8. Quantitative Approaches to Inflation–Indexed Bonds (W. Phoa).
<br />
<br /> 9. Valuing and Trading TIPS (G. Lucas and T. Quek).
<br />
<br /> 10. Understanding the CPI (W. Kan).
<br />
<br /> 11. Understanding the Inflation Risk Premium (P. Hammond, et al.)
<br />
<br /> SECTION III: GLOBAL ENVIRONMENT: PAST AND PRESENT.
<br />
<br /> 12. The U.K. Experience (M. Deacon).
<br />
<br /> 13. The Australian Experience (M. Chadwick).
<br />
<br /> 14. The Canadian Experience (K. Basta and M. Klaponski).
<br />
<br /> 15. The U.S. Experience (R. Anderson).
<br />
<br /> 16. The French Experience (C. O′Hagan).
<br />
<br /> SECTION IV: ISSUERS.
<br />
<br /> 17. Arguments for Issuing Linkers (W. Lloyd).
<br />
<br /> 18. Corporate and Agency Inflation–Linked Securities (A. Rosen, et al.).
<br />
<br /> SECTION V: INVESTORS.
<br />
<br /> 19. The Individual Investor and Inflation–Indexed Bonds: Tax Issues and Retirement Planning (C. Kinney).
<br />
<br /> 20. Inflation Indexed Products for Stable Value Funds (D. LeRoux and V. Gallo).
<br />
<br /> 21. Inflation Protection Bonds and Endowment or Foundation Investment Policy (W. Schneider).
<br />
<br /> 22. Foundation Applications (A. Heuberger).
<br />
<br /> Index.