The Investment Technology of Foreign and Domestic Institutional Investors in an Emerging Market

WP/13/90

The Investment Technology of Foreign and Domestic Institutional Investors in an Emerging Market
The literature on the investment technology of foreign versus domestic investors has inconclusive results. This paper revisits the question, with a focus on decomposing portfolio performance into asset allocation and security selection. We document signicant differences in exposure to systematic asset pricing factors between foreign and domestic... READ MORE...

Publication date: April 2013
ISBN 9781484335567
$18.00

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Publication date: April 2013

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Publication date: April 2013

English