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Inflation, Index-Linked Bonds, and Asset Allocation
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Inflation, Index-Linked Bonds, and Asset Allocation (1988)Inflation, Index-Linked Bonds, and Asset …ESTIMATING INFLATION RISK PREMIA USING INFLATION‐LINKED BONDS: A REVIEW (2018)ESTIMATING INFLATION RISK PRE…Emerging Market Inflation-Linked Bonds (2012)Emerging Market Inflation-Lin…Valuing Defined-Benefit Plans (2003)Valuing Defined-Benefit PlansStrategic asset allocation for individual investors (2000)Strategic asset allocation fo…Portfolio regulation of life insurance companies and pension funds (2000)Portfolio regulation of life …Personal Investing: Advice, Theory, and Evidence from a Survey of Tiaa-Cref Participants (1997)Personal Investing: Advice, T…Index-linked bonds from an academic, market and policy-making standpoint (1996)Index-linked bonds from an ac…The Role of the Investment Horizon in Optimal Portfolio Sequencing (An Intuitive Demonstration in Discrete Time) (1994)The Role of the Investment Ho…PORTFOLIO SELECTION* (1952)Safety First and the Holding of Assets (1952)Permanent and Temporary Components of Stock Prices (1988)Dynamics of oil price, precious metal prices and the exchange rate in the long-run (2019)On the asymmetrical connectedness between cryptocurrencies and foreign exchange markets: Evidence from the nonparametric quantile on quantile approach (2022)Religion vs. ethics: Tail dependence between Sukuk, green bond, Islamic Fintech, and fourth industrial revolution assets (2025)Continuous-Time Finance. (1991)Labor supply flexibility and portfolio choice in a life cycle model (1992)Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk (2000)Dynamic Asset Allocation (2003)The Market for Financial Advice: An Audit Study (2012)Are Government Bonds Net Wealth? (1974)Social Security, Induced Retirement, and Aggregate Capital Accumulation (1974)Determinants of Portfolio Performance (1986)Calculating the Asset Allocation (2000)Perspectives from the Literature of Private Wealth Management (2011)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Parsimonious Modeling of Yield Curves (1987)Discretionary fiscal policy, fiscal credibility and inflation risk premium (2021)On the Relative Performance of Inflation Forecasts (2022)Analyzing the impact of remittance, FDI and inflation rate on GDP: A comparative study of Bangladesh, Pakistan and Sri-Lanka using VAR and BEKK-GARCH approach (2024)Continuous-Time Finance. (1991)The Self-Fulfilling Prophecy (2016)Mean-Variance Spanning (1987)Testing for mean-variance spanning: a survey (2001)Inflation Risk and the Inflation Risk Premium (2010)Labor Supply Flexibility and Portfolio Choice (1989)Liabilities— A New Approach (1990)Calculating a family’s asset mix (1998)The equity premium: A puzzle (1985)The World Price of Covariance Risk (1991)The distorting effect of the prudent-man laws on institutional equity investments (1996)Ageing and Financial Stability (2002)When the welfare state meets the regulatory state: EU occupational pension policy (2007)International diversification: Households versus institutional investors (2013)
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  • 2000Portfolio regulation of life insurance companies and pension funds68 cited
  • 1994The Role of the Investment Horizon in Optimal Portfolio Sequencing (An Intuitive Demonstration in Discrete Time)38 cited
  • 2000Strategic asset allocation for individual investors24 cited
  • 1997Personal Investing: Advice, Theory, and Evidence from a Survey of Tiaa-Cref Participants20 cited
  • 2012Emerging Market Inflation-Linked Bonds19 cited
  • 2018ESTIMATING INFLATION RISK PREMIA USING INFLATION‐LINKED BONDS: A REVIEW18 cited
  • 2003Valuing Defined-Benefit Plans13 cited
  • 1996Index-linked bonds from an academic, market and policy-making standpoint11 cited

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