TY  - GEN 
A1  - Reveiz-Herault, Alejandro
DA  - 2008/04/04
PY  - 2008
UR  - https://repositorio.banrep.gov.co/handle/20.500.12134/5528
AB  - We present an investment process that: (i) decomposes securities into risk factors; (ii) allows for the construction of portfolios of assets that would selectively expose the manager to desired risk factors; (iii) perform a risk allocation between...
LA  - spa
PB  - Banco de la Republica
T3  - Borradores de Economia
JF  - Borradores de Economia; No. 511
M3  - Open Access
T1  - The factor-portfolios approach to asset management using genetic algorithms
KW  - G11 - Portfolio Choice; Investment Decisions
KW  - G14 - Information and Market Efficiency; Event Studies; Insider Trading
KW  - G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
KW  - Active management
KW  - Portfolio optimization
KW  - Genetic algorithms
KW  - Propensities
KW  - Inversiones
KW  - Portafolio de inversiones
KW  - Riesgo  (Economia)
KW  - Algoritmos geneticos
KW  - G11 - Seleccion de cartera; Decisiones de inversion
KW  - G14 - Informacion y eficiencia del mercado; Estudios de casos; trafico de informacion privilegiada
KW  - G32 - Politica de financiacion; riesgo financiero y gestion de riesgos; Estructura del capital y de la propiedad; Valor de empresa; fondo de comercio
DO  - https://doi.org/10.32468/be.511
L1  - https://ideas.repec.org/p/bdr/borrec/511.html
ER  -