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Efficient portfolio optimization in the wealth creation and maximum drawdown space
Reveiz, Alejandro; León, Carlos - In: Interest rate models, asset allocation and quantitative …, (pp. 134-157). 2010
Persistent link: https://www.econbiz.de/10008746620
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Efficient portfolio optimization in the wealth creation and maximum Drawdown space
Reveiz, Alejandro; León, Carlos - In: Interest rate models, asset allocation and quantitative …, (pp. 134-157). 2010
Persistent link: https://www.econbiz.de/10003940924
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Portfolio optimization and long-term dependence
León, Carlos; Reveiz, Alejandro - In: Portfolio and risk management for central banks and …, (pp. 85-110). 2011
Persistent link: https://www.econbiz.de/10009405186
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A multi-layer network of the Colombian sovereign securities market
León, Carlos; Pérez, Jhonatan; Renneboog, Luc - In: Analyzing the economics of financial market infrastructures, (pp. 124-149). 2016
Persistent link: https://www.econbiz.de/10011337479