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150128 ||| eng |
020 |
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|a 9781484335567
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100 |
1 |
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|a Patnaik, Ila
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245 |
0 |
0 |
|a The Investment Technology of Foreign and Domestic Institutional Investors in an Emerging Market
|c Ila Patnaik, Ajay Shah
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260 |
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|a Washington, D.C.
|b International Monetary Fund
|c 2013
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300 |
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|a 38 pages
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651 |
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4 |
|a India
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653 |
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|a Inflation
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653 |
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|a Stock exchanges
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653 |
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|a Investments, Foreign
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653 |
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|a Asset allocation
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653 |
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|a Finance
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653 |
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|a Productivity
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653 |
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|a Deflation
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653 |
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|a Production
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653 |
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|a Industrial productivity
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653 |
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|a Long-term Capital Movements
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653 |
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|a Exports and Imports
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653 |
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|a General Financial Markets: General (includes Measurement and Data)
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653 |
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|a Asset and liability management
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653 |
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|a International Financial Markets
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653 |
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|a Asset prices
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653 |
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|a Macroeconomics: Production
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653 |
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|a Price Level
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653 |
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|a Financial markets
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653 |
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|a Stock markets
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653 |
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|a Financial Institutions and Services: General
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653 |
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|a Asset-liability management
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653 |
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|a Prices
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653 |
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|a Macroeconomics
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653 |
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|a Information and Market Efficiency
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653 |
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|a Economic theory
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653 |
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|a Event Studies
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653 |
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|a Financial Risk Management
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653 |
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|a Finance: General
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653 |
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|a International Investment
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653 |
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|a Foreign direct investment
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653 |
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|a Production growth
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653 |
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|a Production and Operations Management
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700 |
1 |
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|a Shah, Ajay
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041 |
0 |
7 |
|a eng
|2 ISO 639-2
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989 |
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|b IMF
|a International Monetary Fund
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490 |
0 |
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|a IMF Working Papers
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028 |
5 |
0 |
|a 10.5089/9781484335567.001
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856 |
4 |
0 |
|u https://elibrary.imf.org/view/journals/001/2013/090/001.2013.issue-090-en.xml?cid=40483-com-dsp-marc
|x Verlag
|3 Volltext
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082 |
0 |
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|a 330
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520 |
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|a 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 investors. A quasi-experimental strategy is introduced, for comparing security selection after controlling for diferences in asset allocation. Our results show that foreign investors in India do remarkably poorly at security selection
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