EconPapers    
Economics at your fingertips  
 

Details about Alejandro Reveiz

E-mail:
Workplace:Inter-American Development Bank, (more information at EDIRC)

Access statistics for papers by Alejandro Reveiz.

Last updated 2020-10-27. Update your information in the RePEc Author Service.

Short-id: pre60


Jump to Journal Articles Edited books Chapters

Working Papers

2012

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

2011

  1. Montecarlo simulation of long-term dependent processes: a primer
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads View citations (4)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2011) Downloads View citations (2)

2010

  1. Portfolio Optimization and Long-Term Dependence
    Borradores de Economia, Banco de la Republica de Colombia Downloads
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2010) Downloads

    See also Chapter (2011)

2009

  1. Modelo de simulación del valor de la pensión de un trabajador en Colombia
    Borradores de Economia, Banco de la Republica de Colombia Downloads
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2009) Downloads View citations (3)
  2. Operational Risk Management using a Fuzzy Logic Inference System
    Borradores de Economia, Banco de la Republica de Colombia Downloads
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2009) Downloads

    See also Journal Article in Journal of Financial Transformation (2010)

2008

  1. Administración de fondos de pensiones y multifondos en Colombia
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads View citations (6)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2008) Downloads View citations (3)
  2. Artificial Markets under a Complexity Perspective
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads
    Also in Borradores de Economia, Banco de la Republica de Colombia (2008) Downloads
  3. Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (2)
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2008) Downloads View citations (5)
  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 REPÚBLICA (2008) Downloads View citations (3)

    See also Journal Article in Revista de Economía Institucional (2008)
  5. Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (2)
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2008) Downloads View citations (4)

    See also Journal Article in Revista ESPE - Ensayos Sobre Política Económica (2008)
  6. The Factor-Portfolios Approach to Asset Management using Genetic Algorithms
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads
    Also in Borradores de Economia, Banco de la Republica de Colombia (2008) Downloads
  7. The case for active management from the perspective of Complexity Theory
    Borradores de Economia, Banco de la Republica de Colombia Downloads
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2008) Downloads View citations (5)
  8. Índice representativo del mercado de deuda pública interna: IDXTES
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads View citations (4)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2008) Downloads View citations (6)

2004

  1. THE CASE FOR MACRO RISK BUDGETING AND PORTFOLIO TRANCHING IN RESERVES MANAGEMENT
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads
    Also in Borradores de Economia, Banco de la Republica de Colombia (2004) Downloads

2002

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

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 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 (2009)

2008

  1. La dolarización financiera: experiencia internacional y perspectivas para Colombia
    Revista de Economía Institucional, 2008, 10, (18), 313-341 Downloads View citations (2)
    See also Working Paper (2008)
  2. 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 (2008)

2002

  1. A model for exchange rates with crawling bands--an application to the Colombian peso
    Journal of Economics and Business, 2002, 54, (5), 483-503 Downloads View citations (4)
  2. Evolution of the Colombia peso, within the currency bands, nonlinearity analysis and stochastic modelling
    Revista de Economía del Rosario, 2002 Downloads

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 Downloads View citations (2)
    See also Working Paper (2010)
 
Page updated 2022-08-09