The Asset Allocation of Emerging Market Mutual Funds /

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 optimizatio...

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Dades bibliogràfiques
Autor principal: Disyatat, Piti
Altres autors: Gelos, R.
Format: Revista
Idioma:English
Publicat: Washington, D.C. : International Monetary Fund, 2001.
Col·lecció:IMF Working Papers; Working Paper ; No. 2001/111
Matèries:
Accés en línia:Full text available on IMF

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