Abstract
Despite institutional investors’ growing interest in emerging market equity funds, there is little published research on active investing in this asset class. In <b><i>Is There Alpha in Institutional Emerging Market Equity Funds</i></b>, which was published in the Summer 2013 issue of <b><i>The Journal of Portfolio Management</i></b>, author <b>Wenling Lin</b> explores whether active managers can outperform passive indices in the global emerging markets equity arena. Lin is Senior Financial Economist in the <b>Office of the Comptroller of the Currency</b>. This <b><i>Practical Applications</i></b> report spells out her findings, which look beyond the Fama-French three-factor model by using risk factors encountered by institutional investors. One surprise from the research was the discovery of distinct performance patterns in different investment styles. The aim of the research is to help institutional investors better select active managers and structure their funds of funds in emerging markets equity, Lin explains in an interview.
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