An inflation-hedging portfolio selection model

Document Type

Article

Publication Date

1-1-2002

School

Management

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. (JEL O40).

Publication Title

International Advances in Economic Research

Volume

8

Issue

1

First Page

20

Last Page

34

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