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01577cas a2200265 a 4500 |
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|c 5.00 USD
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|z 9781451853476
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|a 1018-5941
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|a BD-DhAAL
|c BD-DhAAL
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|a Disyatat, Piti.
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|a The Asset Allocation of Emerging Market Mutual Funds /
|c Piti Disyatat, R. Gelos.
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|a Washington, D.C. :
|b International Monetary Fund,
|c 2001.
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| 300 |
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|a 1 online resource (27 pages)
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|a IMF Working Papers
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|a <strong>Off-Campus Access:</strong> No User ID or Password Required
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|a <strong>On-Campus Access:</strong> No User ID or Password Required
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|a Electronic access restricted to authorized BRAC University faculty, staff and students
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|a Benchmark following and portfolio rebalancing effects have often been cited when trying to explain international financial contagion phenomena. Using a dataset containing the country allocation of individual dedicated emerging market equity funds, we assess the relevance of mean-variance optimization and benchmark following, finding strong evidence for both. We also present a framework to systematically extract useful information about market expectations from funds' holdings.
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|a Mode of access: Internet
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|a Singapore
|2 imf
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|a Gelos, R.
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|a IMF Working Papers; Working Paper ;
|v No. 2001/111
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| 856 |
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|z Full text available on IMF
|u http://elibrary.imf.org/view/journals/001/2001/111/001.2001.issue-111-en.xml
|z IMF e-Library
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