Concepedia

Inflation-indexed Allocation

Inflation-Indexed Allocation is a strategic asset allocation framework that systematically weights inflation-protected securities, such as Treasury Inflation-Protected Securities (TIPS), in portfolio construction to mitigate purchasing power risk by explicitly linking investment returns to changes in the consumer price index.

12

Publications

873

Citations

18

Authors

10

Institutions

Publications per year

2017–2026

1

Parents

Publications

12

Estimates of the Variance of U. S. Inflation Based upon the ARCH Model

Robert F. Engle · Journal of money credit and banking · 1983 · 465 citations

, , +10

Optimal asset allocation for DC pension plans under inflation

Nan‐Wei Han, Mao‐Wei Hung · Insurance Mathematics and Economics · 2012 · 143 citations

, , +14

Indexing, inflation, and economic policy

Journal of Macroeconomics · 1988 · 58 citations

, , +12

The Allocation of Risk: Some Implications of Fixed Versus Index-Linked Mortgages

Jerome B. Baesel, Nahum Biger · Journal of Financial and Quantitative Analysis · 1980 · 45 citations

, , +17

Chinese reforms, inflation and the allocation of investment in a socialist economy

Oktay Yenal · World Development · 1990 · 33 citations

, , +11

1–5 of 12

Authors

18

  1. LS
    Laurens Swinkels

    Erasmus University Rotterdam, Netherlands

    2 publications · 44 citations

    2

    h-index

  2. TN
    Theo Nijman

    Tilburg University, Netherlands

    2 publications · 44 citations

    2

    h-index

  3. TP
    Thakoor Persaud

    World Bank, United States

    1 publications · 13 citations

    1

    h-index

  4. BJ
    Barbara J. Lipman

    World Bank, United States

    1 publications · 13 citations

    1

    h-index

  5. TW
    Ting-Pin Wu

    National Taipei University, Taiwan

    1 publications · 25 citations

    1

    h-index

1–5 of 18

Institutions

10

  1. World Bank

    Washington, United States

    2 h-index

    4 publications

    72 citations

  2. Erasmus University Rotterdam

    Rotterdam, The Netherlands

    2 h-index

    2 publications

    44 citations

  3. Tilburg University

    Tilburg, The Netherlands

    2 h-index

    2 publications

    44 citations

  4. Takming University of Science and Technology

    Taipei, Taiwan

    1 h-index

    1 publications

    143 citations

  5. University of North Carolina at Charlotte

    Charlotte, United States

    1 h-index

    1 publications

    25 citations

  6. National Central University

    Taoyuan City, Taiwan

    1 h-index

    1 publications

    25 citations

  7. Rotterdam University of Applied Sciences

    Rotterdam, Netherlands

    1 h-index

    1 publications

    23 citations

  8. University of San Andrés

    Victoria, Argentina

    1 h-index

    1 publications

    22 citations

1–8 of 10

Venues

  1. Insurance Mathematics and Economics

    2 publications · 168 citations

    2

    h-index

  2. World Development

    2 publications · 46 citations

    2

    h-index

  3. SSRN Electronic Journal

    Repository · 1 publications · 23 citations

    1

    h-index

  4. National Bureau of Economic Research

    Repository · 1 publications · 12 citations

    1

    h-index

  5. Journal of money credit and banking

    1 publications · 465 citations

    1

    h-index

1–5