dc.coverage.sucursal	Bogotá	spa
dc.creator	Reveiz-Herault, Alejandro
dc.creator	León-Rincón, Carlos Eduardo
dc.creator.firma	Carlos León	spa
dc.date.accessioned	2008-06-20T08:30:10Z	eng
dc.date.available	2008-06-20T08:30:10Z
dc.date.created	2008-06-20
dc.date.issued	2008-06-20
dc.description.abstract	First developed by Markowitz (1952), the mean-variance framework is the most widespread theoretical approximation to the portfolio problem. Nevertheless, successful application in the investment community has been limited. Assumptions such as normality of	eng
dc.format.mimetype	PDF	spa
dc.identifier.handle	https://hdl.handle.net/20.500.12134/5537	spa
dc.identifier.uri	https://repositorio.banrep.gov.co/handle/20.500.12134/5537
dc.language.iso	spa	spa
dc.publisher	Banco de la República	spa
dc.relation.doi	https://doi.org/10.32468/be.520	spa
dc.relation.dotec	https://ideas.repec.org/p/col/000094/004732.html	spa
dc.relation.ispartof	Documentos de Trabajo	spa
dc.relation.ispartofseries	Borradores de Economía	spa
dc.relation.isversionof	Borradores de Economía; No. 520
dc.relation.number	Borrador 520	spa
dc.relation.repec	https://ideas.repec.org/p/bdr/borrec/520.html	spa
dc.rights.accessRights	Open Access	eng
dc.rights.cc	Atribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0	eng
dc.rights.disclaimer	Las opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.	spa
dc.rights.spa	Acceso abierto	spa
dc.rights.uri	https://creativecommons.org/licenses/by-nc-sa/4.0/	eng
dc.source.handleRepec	RePEc:bdr:borrec:520	spa
dc.subject.jel	G11 - Portfolio Choice; Investment Decisions	eng
dc.subject.jelspa	G32 - Política de financiación; riesgo financiero y gestión de riesgos; Estructura del capital y de la propiedad; Valor de empresa; fondo de comercio	spa
dc.subject.keyword	Portfolio optimization	eng
dc.subject.keyword	Asset allocation	eng
dc.subject.keyword	Downside risk	eng
dc.subject.keyword	Maximum drawdown	eng
dc.subject.keyword	Mean-variance Criteria	eng
dc.subject.keyword	Diversification	eng
dc.subject.lemb	Portafolio de inversiones	spa
dc.subject.lemb	Pensiones anuales	spa
dc.title	Efficient portfolio optimization in the wealth creation and maximum drawdown space	spa
dc.type	Working Paper	eng
dc.type.hasversion	Published Version	eng
dc.type.spa	Documentos de trabajo	spa

Efficient portfolio optimization in the wealth creation and maximum drawdown space

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