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...
| المؤلف الرئيسي: | |
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| مؤلفون آخرون: | |
| التنسيق: | دورية |
| اللغة: | English |
| منشور في: |
Washington, D.C. :
International Monetary Fund,
2013.
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| سلاسل: | IMF Working Papers; Working Paper ;
No. 2013/090 |
| الوصول للمادة أونلاين: | Full text available on IMF |