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...
| Hlavní autor: | Disyatat, Piti |
|---|---|
| Další autoři: | Gelos, R. |
| Médium: | Časopis |
| Jazyk: | English |
| Vydáno: |
Washington, D.C. :
International Monetary Fund,
2001.
|
| Edice: | IMF Working Papers; Working Paper ;
No. 2001/111 |
| Témata: | |
| On-line přístup: | Full text available on IMF |
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