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...
| Príomhchruthaitheoir: | |
|---|---|
| Formáid: | IRIS |
| Teanga: | English |
| Foilsithe / Cruthaithe: |
Washington, D.C. :
International Monetary Fund,
2005.
|
| Sraith: | IMF Working Papers; Working Paper ;
No. 2005/190 |
| Rochtain ar líne: | Full text available on IMF |