Abstract
Agreat deal of research about inflation hedging and inflation protection focuses on individual asset class performance, but no one who is seeking to protect his portfolio would invest 100% exclusively in real estate or stocks; all investors look for diversification. In Inflation-Protecting Asset Allocation: A Downside Risk Analysis, Tim Koniarski and Steffen Sebastian of the University of Regensburg present a framework for analyzing the interactions between different asset classes and inflation and creating optimal allocations across short-, medium- and long-term investment horizons. “Our approach was to look not only at what asset classes offer the best protection, but also what combination of investments provides the best overall solution,” Sebastian explains.
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