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• Determinación de Portafolios de Activos Financieros, la Frontera Eficiente y la Línea de Mercado

• Portafolio de Tres Activos Financieros

• El Capital Asset Pricing Model - CAPM - Historia y Fundamentos

• Los Parámetros del Capital Asset Pricing Model - Conceptos y Estimación

• El Riesgo País - Concepto y Metodologías de Cálculo

• Metodologías para el Cálculo del Costo de Oportunidad en Sectores Regulados y Mercados Emergentes

• Asset Allocation: Management Style and Performance Measurement by William F. Sharpe

• The Sharpe Ratio by William F. Sharpe

• Dynamic Strategies for Allet Allocation by Andre F. Perold & William F. Sharpe

• Asset Allocation for a Lifetime by William P. Bengen

• Global Portfolio Optimization by Fischer Black & Robert Litterman

• The Intuition Behind Black-Litterman Model Portfolios by Guangliang He & Robert Litterman

• A Step-By-Step Guide to The Black-Litterman Model by Thomas M. Idzorek

• The Black-Litterman Model by Charlotta Mankert

• An Augmented Fama and French Three-Factor Model by Sunil K. Bundoo

• New Facts in Finance by John H. Cochrane

• A note on calculation of CVaR for Student's distribution by Andriy Andreev & Antti Kanto

• Coherent Measures of Risk by Philippe Artzner, Freddy Delbaen, Jean-Marc Eber, & David Heath

• On Portfolio Optimization under “Drawdown” Constraints by Jaksa Cvitanic & Ioannis Karatzas

• Sharpe Ratio as a Performance Measure in a Multi-Period Model by Jaksa Cvitanic, Ali Lazrak & Tan Wang

• Portfolio Selection with Transaction Costs by M.H.A Davis & A. R. Norman

• Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach by Garlappi, Uppal & Wang

• A Step-By-Step Guide to the Black-Litterman Model by Thomas M. Idzorek

• Optimal Estimation for Economic Gains: Portfolio Choice with Parameter Uncertainty by Raymond Kan & Guofu Zhou

• Honey, I shrunk the Sample Covariance Matrix by Olivier Ledoit & Michael Wolf

• Asset Pricing Models: Implications for Expected Returns and Portfolio Selection by A. C. MacKinlay & Lubos Pastor

• Multidimensional Portfolio Optimization with Proportional Transaction Costs by Kumar Muthuraman & Sunil Kumar

• Sharpe Ratios and Alphas in Continuous Time by Lars Tyge Nielsen & Maria Vassalou

• Comparing Asset Pricing Models: An Investment Perspective by Lubos Pastor & Robert F. Stambaugh

• Analyzing Investments whose Histories Differ in Length by Robert F. Stambaugh

• Asset Allocation Advice: Reconciling Expected Utility with Shortfall Risk by Michael J. Stutzer

• The Black-Litterman Model: A Detailed Exploration by Jay Walters

• A Shrinkage Approach to Model Uncertainty and Asset Allocation by Zhenyu Wang

• A VaR methodology for portfolios that include options by Peter Zangari