Usted está aquí

Back to top

The case for active management from the perspective of Complexity Theory

Alejandro
Reveiz Herault
Juan Sebastián
Rojas-Bohórquez
Sábado, 1 Marzo 2008

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