An inflation-hedging portfolio selection model

Chang-Tesh Hsieh, Iskandar Hamwi and Tim Hudson

International Advances in Economic Research, 2002, vol. 8, issue 1, 20-34

Abstract: This paper suggests an investment strategy which allows an investor to specify the desired return on investment to be equal to the expected rate of inflation plus a certain premium rate, and then helps the investor select those stocks which will provide the greatest chance of meeting that specified investment goal. Copyright International Atlantic Economic Society 2002

Date: 2002
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
http://hdl.handle.net/10.1007/BF02295560 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:kap:iaecre:v:8:y:2002:i:1:p:20-34:10.1007/bf02295560

Ordering information: This journal article can be ordered from
http://www.springer.com/economics/journal/11294

DOI: 10.1007/BF02295560

Access Statistics for this article

International Advances in Economic Research is currently edited by Katherine S. Virgo

More articles in International Advances in Economic Research from Springer, International Atlantic Economic Society Contact information at EDIRC.
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().