Handbook of Inflation Indexed Bonds

Rating:
Summary: Crucial guide
Review: There's no better source for insight on the new-since-1997 Treasury Inflation Protection Securities [TIPS]. Brynjolfson runs one of the largest TIPS funds. Fabozzi is a well-known commentator on investments and fixed income specifically. Want details of CPI seasonality, integrating TIPS in mean-variance optimization, etc.? It's here. Also includes coverage of international TIPS-equivalents.