The Asset Allocation of Emerging Market Mutual Funds:
Gespeichert in:
Bibliographische Detailangaben
Beteilige Person: Disyatat, Piti (VerfasserIn)
Format: Elektronisch E-Book
Sprache:Englisch
Veröffentlicht: Washington, D.C International Monetary Fund 2001
Schriftenreihe:IMF Working Papers Working Paper No. 01/111
Links:http://elibrary.imf.org/view/IMF001/06796-9781451853476/06796-9781451853476/06796-9781451853476.xml
http://elibrary.imf.org/view/IMF001/06796-9781451853476/06796-9781451853476/06796-9781451853476.xml
http://elibrary.imf.org/view/IMF001/06796-9781451853476/06796-9781451853476/06796-9781451853476.xml
http://elibrary.imf.org/view/IMF001/06796-9781451853476/06796-9781451853476/06796-9781451853476.xml
http://elibrary.imf.org/view/IMF001/06796-9781451853476/06796-9781451853476/06796-9781451853476.xml
http://elibrary.imf.org/view/IMF001/06796-9781451853476/06796-9781451853476/06796-9781451853476.xml
http://elibrary.imf.org/view/IMF001/06796-9781451853476/06796-9781451853476/06796-9781451853476.xml
http://elibrary.imf.org/view/IMF001/06796-9781451853476/06796-9781451853476/06796-9781451853476.xml
http://elibrary.imf.org/view/IMF001/06796-9781451853476/06796-9781451853476/06796-9781451853476.xml
http://elibrary.imf.org/view/IMF001/06796-9781451853476/06796-9781451853476/06796-9781451853476.xml
http://elibrary.imf.org/view/IMF001/06796-9781451853476/06796-9781451853476/06796-9781451853476.xml
http://elibrary.imf.org/view/IMF001/06796-9781451853476/06796-9781451853476/06796-9781451853476.xml
http://elibrary.imf.org/view/IMF001/06796-9781451853476/06796-9781451853476/06796-9781451853476.xml
http://elibrary.imf.org/view/IMF001/06796-9781451853476/06796-9781451853476/06796-9781451853476.xml
http://elibrary.imf.org/view/IMF001/06796-9781451853476/06796-9781451853476/06796-9781451853476.xml
http://elibrary.imf.org/view/IMF001/06796-9781451853476/06796-9781451853476/06796-9781451853476.xml
http://elibrary.imf.org/view/IMF001/06796-9781451853476/06796-9781451853476/06796-9781451853476.xml
http://elibrary.imf.org/view/IMF001/06796-9781451853476/06796-9781451853476/06796-9781451853476.xml
http://elibrary.imf.org/view/IMF001/06796-9781451853476/06796-9781451853476/06796-9781451853476.xml
http://elibrary.imf.org/view/IMF001/06796-9781451853476/06796-9781451853476/06796-9781451853476.xml
http://elibrary.imf.org/view/IMF001/06796-9781451853476/06796-9781451853476/06796-9781451853476.xml
Abstract: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 optimization and benchmark following, finding strong evidence for both. We also present a framework to systematically extract useful information about market expectations from funds'' holdings
Umfang:1 Online-Ressource (27 p)
ISBN:1451853475
9781451853476