Advanced Search
MyIDEAS: Login to follow this author

Alejandro Reveiz

Contents:

This is information that was supplied by Alejandro Reveiz in registering through RePEc. If you are Alejandro Reveiz , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Alejandro
Middle Name:
Last Name: Reveiz
Suffix:

RePEc Short-ID: pre60

Email:
Homepage:
Postal Address:
Phone:

Affiliation

(90%) World Bank Group
Location: Washington, District of Columbia (United States)
Homepage: http://www.worldbank.org/
Email:
Phone: (202) 477-1234
Fax:
Postal: 1818 H Street, N.W., Washington, DC 20433
Handle: RePEc:edi:wrldbus (more details at EDIRC)
(10%) Facultad de Economía
Universidad del Rosario
Location: Santa Fe de Bogotá, Colombia
Homepage: http://economia.urosario.edu.co/
Email:
Phone:
Fax:
Postal:
Handle: RePEc:edi:ferosco (more details at EDIRC)

Works

as in new window

Working papers

  1. Carlos León & Karen Leiton & Alejandro Reveiz, 2012. "Investment Horizon Dependent CAPM: Adjusting beta for long-term dependence," BORRADORES DE ECONOMIA 009909, BANCO DE LA REPÚBLICA.
  2. Alejandro Reveiz & Carlos León & Freddy H. Castro & Gabriel Piraquive, 2009. "Modelo de simulación del valor de la pensión de un trabajador en Colombia," BORRADORES DE ECONOMIA 005387, BANCO DE LA REPÚBLICA.
  3. Alejandro Reveiz & Carlos Léon, 2009. "Operational Risk Management using a Fuzzy Logic Inference System," BORRADORES DE ECONOMIA 005841, BANCO DE LA REPÚBLICA.
  4. Alejandro Reveiz Herault, 2008. "Artificial Markets under a Complexity Perspective," BORRADORES DE ECONOMIA 004616, BANCO DE LA REPÚBLICA.
  5. Alejandro Reveiz & Carlos León, 2008. "Administración de fondos de pensiones y multifondos en Colombia," BORRADORES DE ECONOMIA 004598, BANCO DE LA REPÚBLICA.
  6. Alejandro Reveiz & Carlos León & Juan Mario Laserna & Ivonne Martínez, 2008. "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," BORRADORES DE ECONOMIA 004599, BANCO DE LA REPÚBLICA.
  7. Alejandro Reveiz Herault, 2008. "The Factor-Portfolios Approach to Asset Management using Genetic Algorithms," BORRADORES DE ECONOMIA 004626, BANCO DE LA REPÚBLICA.
  8. Alejandro Revéiz Hérault, 2002. "Factores determinantes de los márgenes entre bonos del gobierno y bonos corporativos en los Estados Unidos," LECTURAS EN FINANZAS 002710, BANCO DE LA REPÚBLICA.
  9. Alejandro Revéiz Hérault & Roberto de Beaufort & David Merchán, 2002. "Títulos hipotecarios de los Estados Unidos:Estudios de las características del mercado e instrumentos," LECTURAS EN FINANZAS 003646, BANCO DE LA REPÚBLICA.
  10. Juan Manuel Julio & Silvia Juliana Mera & Alejandro Revéiz Hérault, 2002. "La curva Spot (Cero Cupón)," LECTURAS EN FINANZAS 002960, BANCO DE LA REPÚBLICA.
  11. Carlos León & Alejandro Reveiz, . "Portfolio Optimization and Long-Term Dependence," Borradores de Economia 622, Banco de la Republica de Colombia.
  12. Carlos Eduardo León Rincón & Alejandro Reveiz, . "La dolarización financiera: Experiencia internacional y perspectivas para Colombia," Borradores de Economia 482, Banco de la Republica de Colombia.
  13. Alejandro Reveiz & Carlos León, . "Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space," Borradores de Economia 520, Banco de la Republica de Colombia.
  14. Alejandro Revéiz Herault & Sebastian Rojas, . "The case for active management from the perspective of Complexity Theory," Borradores de Economia 495, Banco de la Republica de Colombia.
  15. Carlos Leóm & Alejandro Reveiz, . "Montecarlo simulation of long-term dependent processes: a primer," Borradores de Economia 648, Banco de la Republica de Colombia.
  16. Alejandro Reveiz & Carlos Eduardo León Rincón, . "Índice representativo del mercado de deuda pública interna: IDXTES," Borradores de Economia 488, Banco de la Republica de Colombia.
  17. Alejandro Reveiz, . "The Case for Macro Risk Budgeting and Portfolio Tranching in Reserves Management," Borradores de Economia 290, Banco de la Republica de Colombia.
  18. Juan Manuel Julio & Silvia Juliana Mera & Alejandro Revéiz, . "La Curva Spot (Cero Cupón) Estimation con Splines Cúbicos Suavizados, Usos y Ejemplos," Borradores de Economia 213, Banco de la Republica de Colombia.

Articles

  1. Reveiz, Alejandro & Carlos, Leon, 2010. "Operational Risk Management Using a Fuzzy Logic Inference System," Journal of Financial Transformation, Capco Institute, vol. 30, pages 141-153.
  2. Carlos E. León Rincón & Alejandro Revéiz Herault, 2008. "La dolarización financiera: experiencia internacional y perspectivas para Colombia," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 10(18), pages 313-341, January-J.
  3. Alejandro Reveiz & Carlos León & Juan Mario Laserna & Ivonne Martínez, 2008. "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE.
  4. Brooks, Chris & Reveiz, Alejandro H., 2002. "A model for exchange rates with crawling bands--an application to the Colombian peso," Journal of Economics and Business, Elsevier, vol. 54(5), pages 483-503.
  5. Alejandro Revéis, 2002. "Evolution of the Colombia peso, within the currency bands, nonlinearity analysis and stochastic modelling," REVISTA DE ECONOMÍA DEL ROSARIO, UNIVERSIDAD DEL ROSARIO.

Chapters

  1. Carlos León & Alejandro Reveiz, 2011. "Portfolio optimization and long-term dependence," BIS Papers chapters, in: Bank for International Settlements (ed.), Portfolio and risk management for central banks and sovereign wealth funds, volume 58, pages 85-110 Bank for International Settlements.

NEP Fields

18 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBE: Cognitive & Behavioural Economics (1) 2008-04-29
  2. NEP-CFN: Corporate Finance (1) 2012-09-03
  3. NEP-CMP: Computational Economics (3) 2008-04-29 2009-09-26 2011-04-16
  4. NEP-ECM: Econometrics (2) 2011-04-16 2012-09-03
  5. NEP-ETS: Econometric Time Series (1) 2011-04-16
  6. NEP-FMK: Financial Markets (2) 2003-04-02 2012-09-03
  7. NEP-IFN: International Finance (1) 2004-06-13
  8. NEP-LAM: Central & South America (1) 2008-02-23
  9. NEP-MAC: Macroeconomics (1) 2004-06-13
  10. NEP-MST: Market Microstructure (2) 2008-04-29 2008-04-29
  11. NEP-ORE: Operations Research (1) 2011-04-16
  12. NEP-RMG: Risk Management (5) 2003-04-02 2008-06-27 2009-09-26 2011-04-16 2012-09-03. Author is listed

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Alejandro Reveiz should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.