The case for active management from the perspective of complexity theory

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Borradores de Economía; No. 495

Date published

2008-03-08

Date

2008-03-08

Authors

Reveiz-Herault, Alejandro
Rojas, Sebastian

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ISSN

ISBN

Document language

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

Description

JEL Codes

G14 - Information and Market Efficiency; Event Studies; Insider Trading

Temática

Keywords

Keywords

Portfolio management , Complexity theory , Artificial intelligence

Citation

URI

https://repositorio.banrep.gov.co/handle/20.500.12134/5512
 https://hdl.handle.net/20.500.12134/5512
 https://ideas.repec.org/p/bdr/borrec/495.html
 https://doi.org/10.32468/be.495

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