Investment Restrictions and Contagion in Emerging Markets

Investment Restrictions and Contagion in Emerging Markets
The objectives of this paper are: (1) to analyze an optimal portfolio rebalancing by a fund manager in response to a "volatility shock" in one of the asset markets, under sufficiently realistic assumptions about the fund manager's performance criteria and investment restrictions; and (2) to analyze the sensitivity of the equilibrium price of an... READ MORE...

Publication date: September 2005
ISBN 9781451862096
$15.00

Add to Cart by clicking price of the language and format you'd like to purchase

Available Languages and Formats

Paperback

Publication date: September 2005

PDF

Publication date: September 2005

ePub

Publication date: September 2005

Mobi

Publication date: September 2005

English