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Alejandro Reveiz

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
RePEc Short-ID:pre60
Washington, District of Columbia (United States)

: (202) 477-1234

1818 H Street, N.W., Washington, DC 20433
RePEc:edi:wrldbus (more details at EDIRC)
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  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. Carlos Leóm & Alejandro Reveiz, 2011. "Montecarlo simulation of long-term dependent processes: a primer," Borradores de Economia 648, Banco de la Republica de Colombia.
  3. Carlos León & Alejandro Reveiz, 2010. "Portfolio Optimization and Long-Term Dependence," Borradores de Economia 622, Banco de la Republica de Colombia.
  4. 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.
  5. Alejandro Reveiz & Carlos Léon, 2009. "Operational Risk Management using a Fuzzy Logic Inference System," BORRADORES DE ECONOMIA 005841, BANCO DE LA REPÚBLICA.
  6. Alejandro Reveiz & Carlos León, 2008. "Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space," Borradores de Economia 520, Banco de la Republica de Colombia.
  7. Alejandro Reveiz & Carlos Eduardo León Rincón, 2008. "Índice representativo del mercado de deuda pública interna: IDXTES," Borradores de Economia 488, Banco de la Republica de Colombia.
  8. Alejandro Revéiz Herault & Sebastian Rojas, 2008. "The case for active management from the perspective of Complexity Theory," Borradores de Economia 495, Banco de la Republica de Colombia.
  9. 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.
  10. Alejandro Reveiz Herault, 2008. "The Factor-Portfolios Approach to Asset Management using Genetic Algorithms," BORRADORES DE ECONOMIA 004626, BANCO DE LA REPÚBLICA.
  11. Carlos Eduardo León Rincón & Alejandro Reveiz, 2008. "La dolarización financiera: Experiencia internacional y perspectivas para Colombia," Borradores de Economia 482, Banco de la Republica de Colombia.
  12. Alejandro Reveiz Herault, 2008. "Artificial Markets under a Complexity Perspective," BORRADORES DE ECONOMIA 004616, BANCO DE LA REPÚBLICA.
  13. Alejandro Reveiz & Carlos León, 2008. "Administración de fondos de pensiones y multifondos en Colombia," BORRADORES DE ECONOMIA 004598, BANCO DE LA REPÚBLICA.
  14. Alejandro Reveiz, 2004. "The Case for Macro Risk Budgeting and Portfolio Tranching in Reserves Management," Borradores de Economia 290, Banco de la Republica de Colombia.
  15. Juan Manuel Julio & Silvia Juliana Mera & Alejandro Revéiz, 2002. "La Curva Spot (Cero Cupón) Estimation con Splines Cúbicos Suavizados, Usos y Ejemplos," Borradores de Economia 213, Banco de la Republica de Colombia.
  16. 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.
  17. 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.
  18. Juan Manuel Julio & Silvia Juliana Mera & Alejandro Revéiz Hérault, 2002. "La curva Spot (Cero Cupón)," LECTURAS EN FINANZAS 002960, BANCO DE LA REPÚBLICA.
  1. Peter Sarlin & Alejandro Reveiz‐Herault, 2016. "An Active Asset Management Investment Process for Drawdown‐Averse Investors," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 23(1-2), pages 85-96, January.
  2. 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.
  3. 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.
  4. 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, vol. 26(56), pages 78-113, June.
  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, June.
  6. 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.
  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 is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 18 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (5) 2003-04-02 2008-06-27 2009-09-26 2011-04-16 2012-09-03. Author is listed
  2. NEP-CMP: Computational Economics (3) 2008-04-29 2009-09-26 2011-04-16
  3. NEP-ECM: Econometrics (2) 2011-04-16 2012-09-03
  4. NEP-FMK: Financial Markets (2) 2003-04-02 2012-09-03
  5. NEP-MST: Market Microstructure (2) 2008-04-29 2008-04-29
  6. NEP-CBE: Cognitive & Behavioural Economics (1) 2008-04-29
  7. NEP-CFN: Corporate Finance (1) 2012-09-03
  8. NEP-ETS: Econometric Time Series (1) 2011-04-16
  9. NEP-IFN: International Finance (1) 2004-06-13
  10. NEP-LAM: Central & South America (1) 2008-02-23
  11. NEP-MAC: Macroeconomics (1) 2004-06-13
  12. NEP-ORE: Operations Research (1) 2011-04-16

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