Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Optimal Asset Allocation with Index-Linked Bonds: Evidence from Sweden
Stockholm University, Faculty of Social Sciences, School of Business.
2003 (English)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
Abstract [en]

This thesis examines the gain to investors of holding index-linked bonds in diversified portfolios by comparing efficient portfolios containing index-linked bonds to portfolios without such bonds. The analytical framework is the single period Markowitz portfolio selection model. Results are calculated and compared for two periods; 1973:2 – 2003:2 and 1995:2 – 2003:3. For the longer period, a series of synthetic index-linked bond returns are estimated from historical nominal market yields and an adaptive expectations approach for estimating future inflation. For the recent period, market data on index-linked bonds is used.

Place, publisher, year, edition, pages
2003.
National Category
Business Administration
Identifiers
URN: urn:nbn:se:su:diva-4493OAI: oai:DiVA.org:su-4493DiVA: diva2:194034
Uppsok
samhälle/juridik
Available from: 2007-01-05 Created: 2007-01-05

Open Access in DiVA

No full text

By organisation
School of Business
Business Administration

Search outside of DiVA

GoogleGoogle Scholar

urn-nbn

Altmetric score

urn-nbn
Total: 22 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf