EconPapers    
Economics at your fingertips  
 

Details about Carlos León

Phone:+5713430731
Workplace:CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg (Tilburg University), (more information at EDIRC)
Banco de la Republica de Colombia (Central Bank of Colombia), (more information at EDIRC)

Access statistics for papers by Carlos León.

Last updated 2023-07-10. Update your information in the RePEc Author Service.

Short-id: ple368


Jump to Journal Articles Chapters

Working Papers

2021

  1. Interbank relationship lending revisited: Are the funds available at a similar price?
    Borradores de Economia, Banco de la Republica de Colombia Downloads
    See also Journal Article Interbank relationship lending revisited: Are the funds available at a similar price?, Research in International Business and Finance, Elsevier (2021) Downloads (2021)
  2. The dawn of a mobile payment scheme: The case of Movii
    Working papers, Red Investigadores de Economía Downloads View citations (1)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2021) Downloads View citations (1)

2020

  1. Interbank relationship lending in Colombia
    Borradores de Economia, Banco de la Republica de Colombia Downloads
  2. Las entidades de contrapartida central en la mitigación del riesgo de contraparte y de liquidez: El caso de los derivados cambiarios en Colombia
    Borradores de Economia, Banco de la Republica de Colombia Downloads
    Also in Working papers, Red Investigadores de Economía (2020) Downloads
  3. Pattern recognition of financial institutions’ payment behavior
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (4)
    See also Journal Article Pattern recognition of financial institutions’ payment behavior, Latin American Journal of Central Banking (previously Monetaria), Elsevier (2020) Downloads View citations (1) (2020)
  4. Quién es quién en la red de coautoría en Colombia
    Borradores de Economia, Banco de la Republica de Colombia Downloads
    See also Journal Article Quién es quién en la red de coautoría en Colombia, Revista de Economía del Rosario, Universidad del Rosario (2021) Downloads (2021)
  5. Securities cross-holding in the Colombian financial system: A topological approach
    Borradores de Economia, Banco de la Republica de Colombia Downloads
    See also Journal Article Securities cross-holding in the Colombian financial system: a topological approach, Studies in Economics and Finance, Emerald Group Publishing Limited (2021) Downloads (2021)

2019

  1. Colombian liberalization and integration to world trade markets: Much ado about nothing
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (2)
  2. Detecting anomalous payments networks: A dimensionality reduction approach
    Borradores de Economia, Banco de la Republica de Colombia Downloads
    See also Journal Article Detecting anomalous payments networks: A dimensionality-reduction approach, Latin American Journal of Central Banking (previously Monetaria), Elsevier (2020) Downloads View citations (4) (2020)

2018

  1. Nowcasting economic activity with electronic payments data: A predictive modeling approach
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (3)
    See also Journal Article Nowcasting Economic Activity with Electronic Payments Data: A Predictive Modeling Approach, Revista de Economía del Rosario, Universidad del Rosario (2018) Downloads View citations (3) (2018)
  2. Ownership Networks Effects on Secured Borrowing
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2018) Downloads

2017

  1. Banks in Colombia: how homogeneous are they?
    Borradores de Economia, Banco de la Republica de Colombia Downloads
    See also Journal Article Banks in Colombia: How Homogeneous Are They?, Revista de Economía del Rosario, Universidad del Rosario (2020) Downloads View citations (1) (2020)
  2. Las transferencias compensadas por ACH Colombia: Un análisis desde la perspectiva de topología de redes
    Borradores de Economia, Banco de la Republica de Colombia Downloads
  3. The Evolution of World Trade from 1995 to 2014: A Network Approach
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (5)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2017) Downloads View citations (2)
    Borradores de Economia, Banco de la Republica de Colombia (2017) Downloads

    See also Journal Article The evolution of world trade from 1995 to 2014: A network approach, The Journal of International Trade & Economic Development, Taylor & Francis Journals (2019) Downloads View citations (10) (2019)
  4. Whose Balance Sheet is this? Neural Networks for Banks' Pattern Recognition
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (3)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2017) Downloads View citations (2)
    Borradores de Economia, Banco de la Republica de Colombia (2016) Downloads

2016

  1. Equity Markets’ Clustering and the Global Financial Crisis
    Borradores de Economia, Banco de la Republica de Colombia Downloads
    See also Journal Article Equity markets’ clustering and the global financial crisis, Quantitative Finance, Taylor & Francis Journals (2017) Downloads View citations (9) (2017)
  2. Liquidity and Counterparty Risks Tradeoff in Money Market Networks
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (11)

2015

  1. Aproximación a la estructura del mercado cambiario colombiano desde el análisis de redes
    Borradores de Economia, Banco de la Republica Downloads
    Also in Borradores de Economia, Banco de la Republica de Colombia (2015) Downloads

    See also Journal Article Aproximación a la estructura del mercado cambiario colombiano desde el análisis de redes, Revista Ciencias Estratégicas, Universidad Pontificia Bolivariana (2014) Downloads (2014)
  2. Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data
    Borradores de Economia, Banco de la Republica Downloads View citations (2)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2015) Downloads View citations (2)
    Discussion Paper, Tilburg University, Center for Economic Research (2015) Downloads View citations (2)

    See also Journal Article Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data, Lecturas de Economía, Universidad de Antioquia, Departamento de Economía (2016) Downloads View citations (5) (2016)
  3. Monitoring the Unsecured Interbank Funds Market
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (5)
    Also in Borradores de Economia, Banco de la Republica (2015) Downloads View citations (3)
  4. Short-Term Liquidity Contagion in the Interbank Market
    Borradores de Economia, Banco de la Republica Downloads
    Also in Borradores de Economia, Banco de la Republica de Colombia (2015) Downloads

    See also Journal Article Short-Term Liquidity Contagion in the Interbank Market, Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID (2019) Downloads View citations (1) (2019)

2014

  1. A multi-layer network of the sovereign securities market
    Borradores de Economia, Banco de la Republica Downloads View citations (6)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2014) Downloads View citations (6)
  2. Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (15)
    Also in Borradores de Economia, Banco de la Republica (2014) Downloads View citations (14)
    Discussion Paper, Tilburg University, Center for Economic Research (2014) Downloads View citations (14)
    Discussion Paper, Tilburg University, Tilburg Law and Economic Center (2014) Downloads View citations (14)
  3. Identifying central bank liquidity super-spreaders in interbank funds networks
    Borradores de Economia, Banco de la Republica Downloads View citations (16)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2014) Downloads View citations (18)

    See also Journal Article Identifying central bank liquidity super-spreaders in interbank funds networks, Journal of Financial Stability, Elsevier (2018) Downloads View citations (27) (2018)
  4. Macro-Prudential Assessment of Colombian Financial Institutions’ Systemic Importance
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2013) Downloads View citations (3)
    Borradores de Economia, Banco de la Republica (2013) Downloads View citations (3)
  5. Scale-free tails in Colombian financial indexes: A primer
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (2)
    Also in Borradores de Economia, Banco de la Republica (2014) Downloads View citations (2)
  6. The Cost of Collateralized Borrowing in the Colombian Money Market: Does Connectedness Matter?
    Borradores de Economia, Banco de la Republica Downloads View citations (2)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2014) Downloads

    See also Journal Article The cost of collateralized borrowing in the Colombian money market: Does connectedness matter?, Journal of Financial Stability, Elsevier (2016) Downloads View citations (6) (2016)

2013

  1. Authority Centrality and Hub Centrality as metrics of systemic importance of financial market infrastructures
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (3)
    Also in Borradores de Economia, Banco de la Republica (2013) Downloads View citations (3)
  2. El mercado OTC de valores en Colombia: caracterización y comparación con base en el análisis de redes complejas
    Borradores de Economia, Banco de la Republica de Colombia Downloads
    Also in Borradores de Economia, Banco de la Republica (2013) Downloads
  3. Extracting the sovereigns´ CDS market hierarchy: a correlation-filtering approach
    Borradores de Economia, Banco de la Republica Downloads
    Also in Borradores de Economia, Banco de la Republica de Colombia (2013) Downloads

    See also Journal Article Extracting the sovereigns’ CDS market hierarchy: A correlation-filtering approach, Physica A: Statistical Mechanics and its Applications, Elsevier (2014) Downloads View citations (6) (2014)
  4. Modular scale-free architecture of Colombian financial networks: Evidence and challenges with financial stability in view
    Borradores de Economia, Banco de la Republica Downloads View citations (5)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2013) Downloads View citations (5)

2012

  1. Estimating financial institutions´ intraday liquidity risk: a Monte Carlo simulation approach
    Borradores de Economia, Banco de la Republica Downloads
    Also in Borradores de Economia, Banco de la Republica de Colombia (2012) Downloads
  2. Implied probabilities of default from Colombian money market spreads: The Merton Model under equity market informational constraints
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (4)
    Also in Borradores de Economia, Banco de la Republica (2012) Downloads View citations (4)
  3. Investment Horizon Dependent CAPM: Adjusting beta for long-term dependence
    Borradores de Economia, Banco de la Republica Downloads View citations (4)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2012) Downloads View citations (2)
  4. Systemic Importance Index for financial institutions: A Principal Component Analysis approach
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (6)
    Also in Borradores de Economia, Banco de la Republica (2012) Downloads View citations (11)

2011

  1. Designing an expert knowledge-based Systemic Importance Index for financial institutions
    Borradores de Economia, Banco de la Republica Downloads View citations (3)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2011) Downloads View citations (5)
  2. Foreign reserves´ strategic asset allocation
    Borradores de Economia, Banco de la Republica Downloads View citations (1)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2011) Downloads
  3. Montecarlo simulation of long-term dependent processes: a primer
    Borradores de Economia, Banco de la Republica Downloads View citations (4)
  4. Too-connected-to-fail Institutions and Payments System´s Stability: Assessing Challenges for Financial Authorities
    Borradores de Economia, Banco de la Republica Downloads View citations (14)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2011) Downloads View citations (4)

2010

  1. Dependencia de largo plazo y la regla de la raíz del tiempo para escalar la volatilidad en el mercado colombiano
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (1)
    Also in Borradores de Economia, Banco de la Republica (2010) Downloads View citations (2)
  2. Portfolio Optimization and Long-Term Dependence
    Borradores de Economia, Banco de la Republica de Colombia Downloads
    Also in Borradores de Economia, Banco de la Republica (2010) Downloads

    See also Chapter Portfolio optimization and long-term dependence, BIS Papers chapters, Bank for International Settlements (2011) Downloads View citations (2) (2011)
  3. Riesgo Sistémico y Estabilidad del Sistema de Pagos de Alto Valor en Colombia: Análisis bajo Topología de Redes y Simulación de Pagos
    Borradores de Economia, Banco de la Republica Downloads View citations (3)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2010) Downloads View citations (1)

2009

  1. Does the Use of Foreign Currency Derivatives Affect Colombian Firms´ Market Value?
    Borradores de Economia, Banco de la Republica Downloads View citations (1)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2009) Downloads View citations (2)
  2. Modelo de simulación del valor de la pensión de un trabajador en Colombia
    Borradores de Economia, Banco de la Republica Downloads View citations (3)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2009) Downloads
  3. Operational Risk Management using a Fuzzy Logic Inference System
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (1)
    Also in Borradores de Economia, Banco de la Republica (2009) Downloads View citations (1)

    See also Journal Article Operational Risk Management Using a Fuzzy Logic Inference System, Journal of Financial Transformation, Capco Institute (2010) View citations (2) (2010)
  4. Una aproximación teórica a la superficie de volatilidad en el mercado colombiano a través del modelo de difusión con saltos
    Borradores de Economia, Banco de la Republica de Colombia Downloads
    Also in Borradores de Economia, Banco de la Republica (2009) Downloads

2008

  1. Administración de fondos de pensiones y multifondos en Colombia
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (3)
    Also in Borradores de Economia, Banco de la Republica (2008) Downloads View citations (6)
  2. Asignación Estratégica de Activos para Fondos de Pensiones Obligatorias en Colombia: Un Enfoque Alternativo
    Borradores de Economia, Banco de la Republica de Colombia Downloads
    Also in Borradores de Economia, Banco de la Republica (2008) Downloads View citations (1)
  3. Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space
    Borradores de Economia, Banco de la Republica Downloads View citations (5)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2008) Downloads View citations (5)

    See also Chapter Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space, Palgrave Macmillan Books, Palgrave Macmillan (2010) (2010)
  4. La dolarización financiera: Experiencia internacional y perspectivas para Colombia
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (1)
    Also in Borradores de Economia, Banco de la Republica (2008) Downloads View citations (3)
  5. Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia
    Borradores de Economia, Banco de la Republica Downloads View citations (4)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2008) Downloads View citations (2)

    See also Journal Article Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia, Revista ESPE - Ensayos Sobre Política Económica, Banco de la República (2008) Downloads View citations (3) (2008)
  6. Índice representativo del mercado de deuda pública interna: IDXTES
    Borradores de Economia, Banco de la Republica Downloads View citations (4)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2008) Downloads View citations (6)

Journal Articles

2023

  1. Ciclo financiero global, flujos de capital y respuestas de política
    Revista ESPE - Ensayos sobre Política Económica, 2023, (104), 1-55 Downloads
    Also in Revista ESPE - Ensayos Sobre Política Económica, 2023, (104), 1-55 (2023) Downloads

2021

  1. Interbank relationship lending revisited: Are the funds available at a similar price?
    Research in International Business and Finance, 2021, 58, (C) Downloads
    See also Working Paper Interbank relationship lending revisited: Are the funds available at a similar price?, Borradores de Economia (2021) Downloads (2021)
  2. Interbank relationship lending: A network perspective
    Physica A: Statistical Mechanics and its Applications, 2021, 573, (C) Downloads View citations (1)
  3. Quién es quién en la red de coautoría en Colombia
    Revista de Economía del Rosario, 2021, 24, (2) Downloads
    See also Working Paper Quién es quién en la red de coautoría en Colombia, Borradores de Economia (2020) Downloads (2020)
  4. Securities cross-holding in the Colombian financial system: a topological approach
    Studies in Economics and Finance, 2021, 38, (4), 786-806 Downloads
    See also Working Paper Securities cross-holding in the Colombian financial system: A topological approach, Borradores de Economia (2020) Downloads (2020)
  5. The adoption of a mobile payment system: the user perspective
    Latin American Journal of Central Banking (previously Monetaria), 2021, 2, (4) Downloads

2020

  1. Banks in Colombia: How Homogeneous Are They?
    Revista de Economía del Rosario, 2020, 23, (2), 1-32 Downloads View citations (1)
    See also Working Paper Banks in Colombia: how homogeneous are they?, Borradores de Economia (2017) Downloads (2017)
  2. Detecting anomalous payments networks: A dimensionality-reduction approach
    Latin American Journal of Central Banking (previously Monetaria), 2020, 1, (1) Downloads View citations (4)
    See also Working Paper Detecting anomalous payments networks: A dimensionality reduction approach, Borradores de Economia (2019) Downloads (2019)
  3. Pattern recognition of financial institutions’ payment behavior
    Latin American Journal of Central Banking (previously Monetaria), 2020, 1, (1) Downloads View citations (1)
    See also Working Paper Pattern recognition of financial institutions’ payment behavior, Borradores de Economia (2020) Downloads View citations (4) (2020)

2019

  1. Criptoactivos: análisis y revisión de literatura
    Revista ESPE - Ensayos sobre Política Económica, 2019, (92), 1-37 Downloads
    Also in Revista ESPE - Ensayos Sobre Política Económica, 2019, (92), 1-37 (2019) Downloads
  2. Short-Term Liquidity Contagion in the Interbank Market
    Revista Cuadernos de Economia, 2019, 38, (76), 51-80 Downloads View citations (1)
    See also Working Paper Short-Term Liquidity Contagion in the Interbank Market, Borradores de Economia (2015) Downloads (2015)
  3. The evolution of world trade from 1995 to 2014: A network approach
    The Journal of International Trade & Economic Development, 2019, 28, (4), 452-485 Downloads View citations (10)
    See also Working Paper The Evolution of World Trade from 1995 to 2014: A Network Approach, Discussion Paper (2017) Downloads View citations (5) (2017)

2018

  1. Financial stability in networks of financial institutions and market infrastructures
    Journal of Financial Stability, 2018, 35, (C), 120-135 Downloads View citations (24)
  2. Identifying central bank liquidity super-spreaders in interbank funds networks
    Journal of Financial Stability, 2018, 35, (C), 75-92 Downloads View citations (27)
    See also Working Paper Identifying central bank liquidity super-spreaders in interbank funds networks, Borradores de Economia (2014) Downloads View citations (16) (2014)
  3. Las transferencias procesadas por ACH Colombia: un análisis desde la perspectiva de topología de redes
    Revista Lecturas de Economía, 2018, (88), 109-153 Downloads View citations (1)
  4. Nowcasting Economic Activity with Electronic Payments Data: A Predictive Modeling Approach
    Revista de Economía del Rosario, 2018, 21, (2), 381-407 Downloads View citations (3)
    See also Working Paper Nowcasting economic activity with electronic payments data: A predictive modeling approach, Borradores de Economia (2018) Downloads View citations (3) (2018)
  5. Transfers processed by ACH Colombia: a network topology analysis
    Lecturas de Economía, 2018, (88), 109-153 Downloads View citations (1)

2017

  1. An early warning indicator system to monitor the unsecured interbank funds market
    Research in International Business and Finance, 2017, 40, (C), 114-128 Downloads View citations (6)
  2. Equity markets’ clustering and the global financial crisis
    Quantitative Finance, 2017, 17, (12), 1905-1922 Downloads View citations (9)
    See also Working Paper Equity Markets’ Clustering and the Global Financial Crisis, Borradores de Economia (2016) Downloads (2016)

2016

  1. Assessing Systemic Importance With a Fuzzy Logic Inference System
    Intelligent Systems in Accounting, Finance and Management, 2016, 23, (1-2), 121-153 Downloads View citations (2)
  2. Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data
    Lecturas de Economía, 2016, (85), 91-125 Downloads View citations (5)
    See also Working Paper Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data, Borradores de Economia (2015) Downloads View citations (2) (2015)
  3. The cost of collateralized borrowing in the Colombian money market: Does connectedness matter?
    Journal of Financial Stability, 2016, 25, (C), 193-205 Downloads View citations (6)
    See also Working Paper The Cost of Collateralized Borrowing in the Colombian Money Market: Does Connectedness Matter?, Borradores de Economia (2014) Downloads View citations (2) (2014)

2014

  1. Aproximación a la estructura del mercado cambiario colombiano desde el análisis de redes
    Revista Ciencias Estratégicas, 2014 Downloads
    See also Working Paper Aproximación a la estructura del mercado cambiario colombiano desde el análisis de redes, Borradores de Economia (2015) Downloads (2015)
  2. Caracterización y comparación del mercado OTC de valores en Colombia
    Revista de Economía Institucional, 2014, 16, (31), 223-250 Downloads
  3. Extracting the sovereigns’ CDS market hierarchy: A correlation-filtering approach
    Physica A: Statistical Mechanics and its Applications, 2014, 415, (C), 407-420 Downloads View citations (6)
    See also Working Paper Extracting the sovereigns´ CDS market hierarchy: a correlation-filtering approach, Borradores de Economia (2013) Downloads (2013)
  4. Rethinking financial stability: Challenges arising from financial networks’ modular scale-free architecture
    Journal of Financial Stability, 2014, 15, (C), 241-256 Downloads View citations (55)

2012

  1. Does the Use of Foreign Currency Derivatives Affect Firms' Market Value? Evidence from Colombia
    Emerging Markets Finance and Trade, 2012, 48, (4), 50-66 Downloads View citations (5)

2011

  1. Riesgo Sistémico Y Estabilidad Del Sistema De Pagos De Alto Valor En Colombia: Análisis Bajo
    Revista ESPE - Ensayos sobre Política Económica, 2011, 29, (65), 106-175 Downloads View citations (1)
    Also in Revista ESPE - Ensayos Sobre Política Económica, 2011, 29, (65), 106-175 (2011) Downloads View citations (1)

2010

  1. Operational Risk Management Using a Fuzzy Logic Inference System
    Journal of Financial Transformation, 2010, 30, 141-153 View citations (2)
    See also Working Paper Operational Risk Management using a Fuzzy Logic Inference System, Borradores de Economia (2009) Downloads View citations (1) (2009)

2008

  1. Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia
    Revista ESPE - Ensayos Sobre Política Económica, 2008, 26, (56), 78-113 Downloads View citations (3)
    Also in Revista ESPE - Ensayos sobre Política Económica, 2008, 26, (56), 78-113 (2008) Downloads View citations (1)

    See also Working Paper Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia, Borradores de Economia (2008) Downloads View citations (4) (2008)

2003

  1. El impuesto de Tobin: Los Estados e Instituciones Financieras Internacionales frente a los fallos del mercado de capitales
    Contexto (Artículos Sobre Economía), 2003 Downloads

Chapters

2018

  1. International trade networks and the integration of Colombia into global trade
    A chapter in Globalisation and deglobalisation, 2018, vol. 100, pp 105-123 Downloads

2015

  1. Evaluación macroprudencial de la importancia sistémica de las instituciones financieras en Colombia
    Chapter 19 in Política monetaria y estabilidad financiera en economías pequeñas y abiertas, 2015, pp 617-662 Downloads

2011

  1. Portfolio optimization and long-term dependence
    A chapter in Portfolio and risk management for central banks and sovereign wealth funds, 2011, vol. 58, pp 85-110 Downloads View citations (2)
    See also Working Paper Portfolio Optimization and Long-Term Dependence, Banco de la Republica de Colombia (2010) Downloads (2010)

2010

  1. Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space
    Palgrave Macmillan
    See also Working Paper Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space, Banco de la Republica (2008) Downloads View citations (5) (2008)
 
Page updated 2025-04-02