Determinants of emerging market correlations

  • Wolf H
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Abstract

… herding behavior. If managers are evaluated not with respect to the efficient frontier, but either relative to a market … may opt to hide in the herd rather than follow strategies which (ex-ante…

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APA

Wolf, H. C. (1998). Determinants of emerging market correlations (pp. 219–235). https://doi.org/10.1007/978-1-4615-6197-2_13

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