The case for active management from the perspective of complexity theory

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Borradores de Economía; No. 495

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2008-03-08

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2008-03-08

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spa
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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.

The opinions contained in this document are the sole responsibility of the author and do not commit Banco de la República or its Board of Directors.

Abstract

This paper approaches active management of baskets of currencies from the perspective of Complexity theory, where the market is analysed as a Complex Adaptive system. A basket of currencies is constructed using objective probabilities (propensities) and a

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Esta obra está bajo licencia internacional Creative Commons Reconocimiento-NoComercial 4.0.

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