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Global Portfolio Rebalancing under the Microscope^

Hau H., Rey H.
Date Published: (In progress)   First Draft: 01 Jul 2008,

Abstract:
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.



Citation:
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

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