Inflation Tracking Portfolios

Christopher T. Downing, Francis A. Longstaff, Michael A. Rierson

NBER Working Paper No. 18135
Issued in June 2012

---- Acknowledgements ----

Christopher Downing is a Director at Blackrock, 400 Howard Street, San Francisco, CA 94105; email chris.downing@ blackrock.com. Francis A. Longstaff is the Allstate Professor of Insurance and Finance, UCLA Anderson School, 110 Westwood Plaza, Los Angeles CA 90095-1481; email francis.longstaff@ anderson.ucla.edu.Francis Longstaff has a consulting relationship with Blackrock. Michael Rierson is a Managing Director at Blackrock, 400 Howard Street, San Francisco, CA 94105; email mike.rierson@ blackrock.com. The views expressed here are those of the authors alone and not necessarily those of Blackrock or the National Bureau of Economic Research. This paper is intended to stimulate further research and is not a recommendation of any particular securities or investment strategy.

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