The Investment Technology of Foreign and Domestic Institutional Investors in an Emerging Market /
The literature on the investment technology of foreign versus domestic investors has inconclusive results. This paper revisits the question, with a focus on decomposing portfolio performance into asset allocation and security selection. We document signicant differences in exposure to systematic ass...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Journal |
| Language: | English |
| Published: |
Washington, D.C. :
International Monetary Fund,
2013.
|
| Series: | IMF Working Papers; Working Paper ;
No. 2013/090 |
| Online Access: | Full text available on IMF |