The case for active management from the perspective of complexity theory

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dc.coverage.sucursalBogotáspa
dc.creatorReveiz-Herault, Alejandro
dc.creatorRojas, Sebastian
dc.date.accessioned2008-03-08T08:30:10Zeng
dc.date.available2008-03-08T08:30:10Z
dc.date.created2008-03-08
dc.date.issued2008-03-08
dc.description.abstractThis 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 aeng
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/5512spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/5512
dc.language.isospaspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.495spa
dc.relation.dotechttps://ideas.repec.org/p/col/000094/004566.htmlspa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 495
dc.relation.numberBorrador 495spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/495.htmlspa
dc.rights.accessRightsOpen Accesseng
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0eng
dc.rights.disclaimerLas 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.spaAcceso abiertospa
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/eng
dc.source.handleRepecRePEc:bdr:borrec:495spa
dc.subject.jelG14 - Information and Market Efficiency; Event Studies; Insider Tradingeng
dc.subject.jelspaG32 - Política de financiación; riesgo financiero y gestión de riesgos; Estructura del capital y de la propiedad; Valor de empresa; fondo de comerciospa
dc.subject.keywordPortfolio managementeng
dc.subject.keywordComplexity theoryeng
dc.subject.keywordArtificial intelligenceeng
dc.subject.lembAdministración de portafolios de inversiónspa
dc.subject.lembInteligencia artificialspa
dc.subject.lembTeoría de la complejidadspa
dc.subject.lembPolítica monetariaspa
dc.titleThe case for active management from the perspective of complexity theoryspa
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

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