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...
| मुख्य लेखक: | |
|---|---|
| अन्य लेखक: | |
| स्वरूप: | पत्रिका |
| भाषा: | English |
| प्रकाशित: |
Washington, D.C. :
International Monetary Fund,
2013.
|
| श्रृंखला: | IMF Working Papers; Working Paper ;
No. 2013/090 |
| ऑनलाइन पहुंच: | Full text available on IMF |