Details about Alejandro Reveiz

Access statistics for papers by Alejandro Reveiz.

Last updated 2024-03-07. Update your information in the RePEc Author Service.

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Working Papers

2012

1. Investment Horizon Dependent CAPM: Adjusting beta for long-term dependence
   Borradores de Economia, Banco de la Republica View citations (4)
   Also in Borradores de Economia, Banco de la Republica de Colombia (2012) View citations (2)

2011

2. Montecarlo simulation of long-term dependent processes: a primer
   Borradores de Economia, Banco de la Republica de Colombia View citations (2)
   Also in Borradores de Economia, Banco de la Republica (2011) View citations (4)

2010

3. Portfolio Optimization and Long-Term Dependence
   Borradores de Economia, Banco de la Republica
   Also in Borradores de Economia, Banco de la Republica de Colombia (2010)
   See also Chapter Portfolio optimization and long-term dependence, BIS Papers chapters, Bank for International Settlements (2011) View citations (2) (2011)

2009

4. Modelo de simulación del valor de la pensión de un trabajador en Colombia
   Borradores de Economia, Banco de la Republica View citations (3)
   Also in Borradores de Economia, Banco de la Republica de Colombia (2009)
5. Operational Risk Management using a Fuzzy Logic Inference System
   Borradores de Economia, Banco de la Republica View citations (1)
   Also in Borradores de Economia, Banco de la Republica de Colombia (2009) 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)

2008

6. Administración de fondos de pensiones y multifondos en Colombia
   Borradores de Economia, Banco de la Republica View citations (6)
   Also in Borradores de Economia, Banco de la Republica de Colombia (2008) View citations (3)
7. Artificial Markets under a Complexity Perspective
   Borradores de Economia, Banco de la Republica de Colombia
   Also in Borradores de Economia, Banco de la Republica (2008)
8. Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space
   Borradores de Economia, Banco de la Republica View citations (5)
   Also in Borradores de Economia, Banco de la Republica de Colombia (2008) View citations (5)
   See also Chapter Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space, Palgrave Macmillan Books, Palgrave Macmillan (2010) (2010)
9. La dolarización financiera: Experiencia internacional y perspectivas para Colombia
   Borradores de Economia, Banco de la Republica de Colombia View citations (1)
   Also in Borradores de Economia, Banco de la Republica (2008) View citations (3)
   See also Journal Article La dolarización financiera: experiencia internacional y perspectivas para Colombia, Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía (2008) View citations (2) (2008)
10. Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia
    Borradores de Economia, Banco de la Republica View citations (4)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2008) 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 Republica de Colombia (2008) View citations (1) (2008)
11. The Factor-Portfolios Approach to Asset Management using Genetic Algorithms
    Borradores de Economia, Banco de la Republica de Colombia
    Also in Borradores de Economia, Banco de la Republica (2008)
12. The case for active management from the perspective of Complexity Theory
    Borradores de Economia, Banco de la Republica View citations (5)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2008)
13. Índice representativo del mercado de deuda pública interna: IDXTES
    Borradores de Economia, Banco de la Republica de Colombia View citations (6)
    Also in Borradores de Economia, Banco de la Republica (2008) View citations (4)

2004

14. THE CASE FOR MACRO RISK BUDGETING AND PORTFOLIO TRANCHING IN RESERVES MANAGEMENT
    Borradores de Economia, Banco de la Republica
    Also in Borradores de Economia, Banco de la Republica de Colombia (2004)

2002

15. Factores determinantes de los márgenes entre bonos del gobierno y bonos corporativos en los Estados Unidos
    Lecturas en Finanzas, Banco de la República
    Also in Lecturas en Finanzas, Banco de la Republica de Colombia View citations (1)
16. La Curva Spot (Cero Cupón) Estimation con Splines Cúbicos Suavizados, Usos y Ejemplos
    Borradores de Economia, Banco de la Republica de Colombia View citations (4)
    Also in Lecturas en Finanzas, Banco de la República (2002)
17. La curva Spot (Cero Cupón)
    Lecturas en Finanzas, Banco de la República View citations (2)
    Also in Lecturas en Finanzas, Banco de la Republica de Colombia
18. Títulos hipotecarios de los Estados Unidos:Estudios de las características del mercado e instrumentos
    Lecturas en Finanzas, Banco de la República
    Also in Lecturas en Finanzas, Banco de la Republica de Colombia
    Lecturas en Finanzas, Banco de la Republica de Colombia

Journal Articles

2016

1. An Active Asset Management Investment Process for Drawdown‐Averse Investors
   Intelligent Systems in Accounting, Finance and Management, 2016, 23, (1-2), 85-96 View citations (1)

2010

2. 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) View citations (1) (2009)

2008

3. La dolarización financiera: experiencia internacional y perspectivas para Colombia
   Revista de Economía Institucional, 2008, 10, (18), 313-341 View citations (2)
   See also Working Paper La dolarización financiera: Experiencia internacional y perspectivas para Colombia, Borradores de Economia (2008) View citations (1) (2008)
4. Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia
   Revista ESPE - Ensayos sobre Política Económica, 2008, 26, (56), 78-113 View citations (1)
   Also in Revista ESPE - Ensayos Sobre Política Económica, 2008, 26, (56), 78-113 (2008) View citations (3)
   See also Working Paper Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia, Borradores de Economia (2008) View citations (4) (2008)

2002

5. A model for exchange rates with crawling bands--an application to the Colombian peso
   Journal of Economics and Business, 2002, 54, (5), 483-503 View citations (5)
6. Evolution of the Colombia peso, within the currency bands, nonlinearity analysis and stochastic modelling
   Revista de Economía del Rosario, 2002

Edited books

2018

1. Advances in the Practice of Public Investment Management
   Springer Books, Springer View citations (2)

Chapters

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 View citations (2)
   See also Working Paper Portfolio Optimization and Long-Term Dependence, Banco de la Republica (2010) (2010)

2010

2. 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) View citations (5) (2008)