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Reinterpreting the mutual fund theorem: the risk portfolio as a tactical overlay

Tenani, Paulo Sérgio (2017)

The Mutual Fund Theorem is an elegant way of describing how investors with different attitudes towards risk should construct their portfolios. It is, however, often misinterpreted. This paper revisits the topic by defining ...

Mapping geographical inequalities in access to drinking water and sanitation facilities in low-income and middle-income countries, 2000–17

Deshpande, A; Miller Petrie, M.K; Lindstedt, P.A.; Baumann, M.M; Johnson, K.B; Blacker, B.F.; Abbastabar, H.; Abd-Allah, Foad; Abdelalim, Ahmed; Abdollahpour, I.; Abegaz, K.H; Abejie, A.N (The Lancet Global Health, 2021)

Sentimiento en el mercado de renta variable colombiano: una extensión al modelo de cuatro factores de Fama-French-Carhart

Martínez Sanabria, Christian Camilo (Universidad Nacional de ColombiaBogotá - Ciencias Económicas - Maestría en Ciencias EconómicasEscuela de EconomíaFacultad de Ciencias EconómicasBogotá, ColombiaUniversidad Nacional de Colombia - Sede Bogotá, 2021-09-09)

I implement a Sentiment-Expanded Capital Asset Pricinq Model (CAPM) by three alternative sentiment measures. The model is run on COLCAP monthly stock returns over the period July-2013/June-2020. With this exercise, I seek ...

Spin-glass y la mano invisible de Adam Smith

Ávila, Diego (Universidad Nacional de ColombiaBogotá - Ciencias Económicas - Maestría en Ciencias EconómicasFacultad de Ciencias EconómicasUniversidad Nacional de Colombia - Sede Bogotá, 2022)

Este trabajo propone una aproximación al problema de la Mano Invisible de Adam , diferente a la planteada por la teoría neoclásica con el primer teorema del bienestar. Con base en el modelo adaptativo spin-glass del Juego ...

Development of algorithms to improve the technical efficiency of capturing, processing, and identification of EEG signals in the word imagery task

Villamizar Delgado, Sergio Iván (Bogotá - Ingeniería - Doctorado en Ingeniería - Ingeniería EléctricaUniversidad Nacional de Colombia - Sede Bogotá, 2020-02-07)

A Brain-Computer Interface (BCI) system is a powerful tool that decodes signals from the brain and translates it into codes which are understood by software to perform a specific task. Through a BCI, a disabled person can ...