Professor of Economics - London Business School
Global Portfolio Rebalancing under the Microscope^
Hau H., Rey H.
Date Published: (In progress)
First Draft: 01 Jul 2008,
This paper examines the dynamics of international portfolios with a unique data set on the stock allocations of approximately 6,500 international equity funds domiciled in four different currency areas during a 5 year period.
Hau, Harald, and Helene Rey. Global portfolio rebalancing under the microscope. No. w14165. National Bureau of Economic Research, 2008.
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^This material is based upon work supported by the ERC Starting grant 210584
CEPR DP 6901
, NBER WP 14165
^his material is based upon work supported by the ERC Starting grant 210584