Quantitative Approaches to Inflation-Indexed Bonds
Since their introduction in 1997, Treasury inflation-protected securities (TIPS) have become an established part of the U.S. bond market. This entry reviews the structure of TIPS and the factors that drive TIPS returns; examines the role that TIPS play in a broader bond portfolio, and the nature of TIPS interest rate risk; and discusses some methods employed by TIPS investors to assess value ...
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