The Asset Allocation of Emerging Market Mutual Funds:
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| 490 | 0 | |a IMF Working Papers |v Working Paper No. 01/111 | |
| 520 | 3 | |a 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 | |
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Record in the Search Index
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| author | Disyatat, Piti |
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| id | DE-604.BV048350504 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T19:42:20Z |
| institution | BVB |
| isbn | 1451853475 9781451853476 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-033729772 |
| oclc_num | 1337127923 |
| open_access_boolean | |
| owner | DE-20 DE-824 DE-70 DE-155 DE-BY-UBR DE-29 DE-22 DE-BY-UBG DE-473 DE-BY-UBG DE-1102 DE-703 DE-859 DE-706 DE-384 DE-860 DE-19 DE-BY-UBM DE-739 DE-355 DE-BY-UBR DE-Aug4 DE-1049 DE-12 DE-91 DE-BY-TUM |
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| physical | 1 Online-Ressource (27 p) |
| psigel | ZDB-1-IMF |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | International Monetary Fund |
| record_format | marc |
| series2 | IMF Working Papers |
| spellingShingle | Disyatat, Piti The Asset Allocation of Emerging Market Mutual Funds |
| title | The Asset Allocation of Emerging Market Mutual Funds |
| title_auth | The Asset Allocation of Emerging Market Mutual Funds |
| title_exact_search | The Asset Allocation of Emerging Market Mutual Funds |
| title_full | The Asset Allocation of Emerging Market Mutual Funds Disyatat, Piti |
| title_fullStr | The Asset Allocation of Emerging Market Mutual Funds Disyatat, Piti |
| title_full_unstemmed | The Asset Allocation of Emerging Market Mutual Funds Disyatat, Piti |
| title_short | The Asset Allocation of Emerging Market Mutual Funds |
| title_sort | the asset allocation of emerging market mutual funds |
| url | http://elibrary.imf.org/view/IMF001/06796-9781451853476/06796-9781451853476/06796-9781451853476.xml |
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