TY  - GEN 
A1  - Reveiz-Herault, Alejandro
A1  - Leon-Rincon, Carlos Eduardo
DA  - 2008/06/06
PY  - 2008
UR  - https://repositorio.banrep.gov.co/handle/20.500.12134/5537
AB  - 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...
LA  - spa
PB  - Banco de la Republica
T3  - Borradores de Economia
JF  - Borradores de Economia; No. 520
M3  - Open Access
T1  - Efficient portfolio optimization in the wealth creation and maximum drawdown space
KW  - G11 - Portfolio Choice; Investment Decisions
KW  - G23 - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
KW  - G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
KW  - D81 - Criteria for Decision-Making under Risk and Uncertainty
KW  - Portfolio optimization
KW  - Asset allocation
KW  - Downside risk
KW  - Maximum drawdown
KW  - Mean-variance Criteria
KW  - Diversification
KW  - Portafolio de inversiones
KW  - Pensiones anuales
KW  - G32 - Politica de financiacion; riesgo financiero y gestion de riesgos; Estructura del capital y de la propiedad; Valor de empresa; fondo de comercio
KW  - D81 - Criterios para la toma de decisiones con riesgo e incertidumbre
KW  - G23 - Instituciones financieras (excepto bancos); Instrumentos financieros; Inversores institucionales
KW  - G11 - Seleccion de cartera; Decisiones de inversion
DO  - https://doi.org/10.32468/be.520
L1  - https://ideas.repec.org/p/bdr/borrec/520.html
ER  -