Avenida Dias da Silva, 165
Coimbra, Coimbra 3001-454
Portugal
University of Coimbra
Bond pricing, break-even inflation, interest rate risk hedging, nominal interest rates, real interest rates, Treasury Inflation-Protected Securities
Downside Risk; Rachev Ratio; Sharpe Ratio; Sortino Ratio; STARR Ratio; Treynor Ratios
Arbitrage; Duration; Inflation Linked Bonds; Breakeven Inflation Rate; Forward Breakeven Inflation; Real Interest Rates; Duration; Inflation Risk
conditional Sharpe ratios, conditional stochastic dominance, downside risk, lower partial moments, Sharpe ratios, Treynor ratios
Conditional Capital Asset Pricing Model; conditional covariance; conditional variance; dispersion index; Treynor ratios
