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The Asset Allocation of Emerging Market Mutual Funds

The Asset Allocation of Emerging Market Mutual Funds »

Source: The Asset Allocation of Emerging Market Mutual Funds

Volume/Issue: 2001/111

Series: IMF Working Papers

Author(s): Piti Disyatat , and R. Gelos

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2001

ISBN: 9781451853476

Keywords: asset allocation, portfolio choice, contagion, statistic, risk aversion, optimization, correlation, covariance,

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 dedica...

Habit Formation and Persistence in Individual Asset Portfolio Holdings

Habit Formation and Persistence in Individual Asset Portfolio Holdings »

Source: Habit Formation and Persistence in Individual Asset Portfolio Holdings : The Case of Italy

Volume/Issue: 2006/29

Series: IMF Working Papers

Author(s): Sònia Muñoz

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2006

ISBN: 9781451862898

Keywords: Portfolio Allocations, Incomplete Markets, Habits, Multiperiod Multinomial Probit, bonds, financial assets, correlation, probability, probabilities, Personal Income

This paper uses six waves of the Bank of Italy Survey of Households Income and Wealth to explore the dynamics of asset portfolio ownership. The household asset portfolio decision is a choice among discrete alternat...

The Asset Allocation of Emerging Market Mutual Funds

The Asset Allocation of Emerging Market Mutual Funds »

Volume/Issue: 2001/111

Series: IMF Working Papers

Author(s): Piti Disyatat , and R. Gelos

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2001

DOI: http://dx.doi.org/10.5089/9781451853476.001

ISBN: 9781451853476

Keywords: asset allocation, portfolio choice, contagion, statistic, risk aversion, optimization, correlation, covariance,

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 dedica...

Habit Formation and Persistence in Individual Asset Portfolio Holdings
			: The Case of Italy

Habit Formation and Persistence in Individual Asset Portfolio Holdings : The Case of Italy »

Volume/Issue: 2006/29

Series: IMF Working Papers

Author(s): Sònia Muñoz

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2006

DOI: http://dx.doi.org/10.5089/9781451862898.001

ISBN: 9781451862898

Keywords: Portfolio Allocations, Incomplete Markets, Habits, Multiperiod Multinomial Probit, bonds, financial assets, correlation, probability, probabilities, Personal Income

This paper uses six waves of the Bank of Italy Survey of Households Income and Wealth to explore the dynamics of asset portfolio ownership. The household asset portfolio decision is a choice among discrete alternat...