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...
| المؤلف الرئيسي: | |
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| مؤلفون آخرون: | |
| التنسيق: | دورية |
| اللغة: | English |
| منشور في: |
Washington, D.C. :
International Monetary Fund,
2001.
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| سلاسل: | IMF Working Papers; Working Paper ;
No. 2001/111 |
| الموضوعات: | |
| الوصول للمادة أونلاين: | Full text available on IMF |