Are TIPS the ”real” deal?: A conditional assessment of their role in a nominal portfolio


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This digital document is a journal article from Journal of Banking and Finance, published by Elsevier in 2005. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.

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This paper documents predictable time-variation in the real return beta of US Treasury Inflation Protected Securities (TIPS) and in the Sharpe ratios of both inde… More >>

Are TIPS the ”real” deal?: A conditional assessment of their role in a nominal portfolio

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