Download The Asset Allocation of Emerging Market Mutual Funds PDF Free

The Asset Allocation of Emerging Market Mutual Funds PDF
By:Mr. Piti Disyatat,Mr. Gaston Gelos
Published on 2001-08-01 by International Monetary Fund


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.

This Book was ranked at 23 by Google Books for keyword Mutual Funds.

Book ID of The Asset Allocation of Emerging Market Mutual Funds's Books is hoastuFx59oC, Book which was written byMr. Piti Disyatat,Mr. Gaston Geloshave ETAG "anYsxwIdS6I"

Book which was published by International Monetary Fund since 2001-08-01 have ISBNs, ISBN 13 Code is 9781451898958 and ISBN 10 Code is 1451898959

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Book which have "27 Pages" is Printed at BOOK under CategoryBusiness and Economics

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Download The Asset Allocation of Emerging Market Mutual Funds PDF Free

Download The Asset Allocation of Emerging Market Mutual Funds Books Free

Download The Asset Allocation of Emerging Market Mutual Funds Free

Download The Asset Allocation of Emerging Market Mutual Funds PDF

Download The Asset Allocation of Emerging Market Mutual Funds Books

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