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The Journal of Alternative Investments

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The Long-Horizon Benefits of Traditional and New Real Assets in the Institutional Portfolio

George A. Martin
The Journal of Alternative Investments Summer 2010, 13 (1) 6-29; DOI: https://doi.org/10.3905/jai.2010.13.1.006
George A. Martin
is a senior advisor at Wood Creek Capital Management, LLC in New Haven, CT and an associate director at CISDM at the University of Massachusetts in Amherst, MA.
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  • For correspondence: gmartin@woodcreekcap.com
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Abstract

This article analyzes the potential role of an expansive set of real asset classes in reducing inflation risk in the portfolios of long-horizon institutional investors. The author proposes a simple model of the evolution of asset returns that can be parameterized by key variables, such as 1) the sensitivity of asset returns to expected and unexpected changes in inflation, and 2) the degree of persistence in inflation. Each of the variables is a significant determinant of the long-horizon inflation properties of assets. Using his model and research, coupled with research available in the academic literature, Martin provides insight into the viability of various real asset classes as potential hedges for inflation.

TOPICS: Real assets/alternative investments/private equity, performance measurement, portfolio construction, risk management

  • Copyright © 2010 Wood Creek Capital Management. Reprinted by permission of Wood Creek Capital Management; All Rights Reserved.
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The Journal of Alternative Investments: 13 (1)
The Journal of Alternative Investments
Vol. 13, Issue 1
Summer 2010
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The Long-Horizon Benefits of Traditional and New Real Assets in the Institutional Portfolio
George A. Martin
The Journal of Alternative Investments Jun 2010, 13 (1) 6-29; DOI: 10.3905/jai.2010.13.1.006

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The Long-Horizon Benefits of Traditional and New Real Assets in the Institutional Portfolio
George A. Martin
The Journal of Alternative Investments Jun 2010, 13 (1) 6-29; DOI: 10.3905/jai.2010.13.1.006
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  • Article
    • Abstract
    • TRADITIONAL REAL ASSETS AS AN INFLATION HEDGE: THE CASE OF EQUITIES
    • ESTIMATING INFLATION HEDGE RATIOS FOR ASSETS
    • INFLATION AND INFLATION-LINKED BONDS
    • INFLATION AND COMMODITIES
    • REAL ESTATE AND INFLATION
    • TIMBER AND INFLATION
    • FARMLAND AND INFLATION
    • INFRASTRUCTURE AND INFLATION
    • GOLD AND INFLATION
    • INTELLECTUAL PROPERTY AND INFLATION
    • CONCLUSION
    • ENDNOTES
    • REFERENCES
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  • PDF (Subscribers Only)

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