Investment Restrictions and Contagion in Emerging Markets /
The objectives of this paper are: (1) to analyze an optimal portfolio rebalancing by a fund manager in response to a "volatility shock" in one of the asset markets, under sufficiently realistic assumptions about the fund manager's performance criteria and investment restrictions; and...
| প্রধান লেখক: | |
|---|---|
| বিন্যাস: | পত্রিকা |
| ভাষা: | English |
| প্রকাশিত: |
Washington, D.C. :
International Monetary Fund,
2005.
|
| মালা: | IMF Working Papers; Working Paper ;
No. 2005/190 |
| অনলাইন ব্যবহার করুন: | Full text available on IMF |