Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space

Alejandro Reveiz Herault; Carlos León

Borradores de Economia

Number:

520

Published:

Sunday, 1 June 2008

Classification JEL:

G11, G23, G32, D81

Keywords:

Human capital agglomeration, Social returns, Private returns, Externalities, Uncertainty, Fiscal policy

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