Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space

Interest Rate Models, Asset Allocation and Quantitative Techniques for Central Banks and Sovereign Wealth Funds
Published: 
Authors:
Alejandro Reveiz Herault,

The most recent

Daniel Herrera-Araujo, Jorge Florez-Acosta
Luis Armando Galvis-Aponte, Adriana Marcela Rivera-Zárate
Diego Fernando Cuesta-Mora, Fredy Alejandro Gamboa-Estrada, Camilo Eduardo Sánchez-Quinto