{"id":4612,"date":"2023-03-02T12:36:28","date_gmt":"2023-03-02T16:36:28","guid":{"rendered":"https:\/\/gestionderiesgo.org\/?page_id=4612"},"modified":"2026-10-06T21:39:05","modified_gmt":"2026-10-07T01:39:05","slug":"investigaciones-2","status":"publish","type":"page","link":"https:\/\/gestionderiesgo.org\/en\/investigaciones-2\/","title":{"rendered":"Research"},"content":{"rendered":"

Welcome to the research library that the CGRRD makes available to all of its members. Access materials on various topics prepared by our members and sponsor members. <\/span><\/p>\n<\/div>

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Characterization of interest rate risk in the investment portfolios of Dominican multiple-service banks<\/span><\/h4><\/h1><\/div>

The aim of this study is to characterize the interest rate risk of the portfolios of Dominican multiple-service banks. To do so, the historical yield curves of government issuers were estimated by applying the Nelson and Siegel (1987) model.<\/p>\n<\/div><\/div><\/div><\/div><\/div><\/div>

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Building Robust Covariance Matrices for Investment Portfolio Optimization<\/span><\/h4><\/h1><\/div>

Structuring optimal portfolios has been a central topic in finance. Since the ideas presented by Harry Markowitz in his 1952 essay, the mean-variance analysis framework for portfolio optimization has been widely applied. However, the instability of covariance matrices for asset returns has been one of the many problems present in the mean-variance methodology.<\/p>\n<\/div><\/div><\/div><\/div><\/div><\/div><\/div><\/div>

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