Relevant bibliographies by topics / Winner portfolios

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Winner portfolios'

Author: Grafiati
Published: 3 June 2025
Last updated: 31 July 2025

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Journal articles on the topic "Winner portfolios"

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Miswanto, Miswanto, and Anisah Azzahra Ananda Putri. "Investigation of winner-loser portfolio anomalies and size effect anomalies in LQ45 index, Indonesia stock exchange." International Journal of Management and Sustainability 12, no. 4 (2023): 602–18. http://dx.doi.org/10.18488/11.v12i4.3558.

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This study investigates the anomalies of winner-loser portfolios and anomalies of size effect on LQ45 stocks in the Indonesia Stock Exchange (IDX), period 2015-2020. The paired sample t-test (parametric) and Wilcoxon test (non-parametric) are used to test samples. Sample selection is carried out using the non-probability and purposive sampling methods. The shares of companies that met the sample criteria were 26. The primary data used cumulative abnormal returns and market capitalization as proxies for a company's stock size. The anomaly of the winner-loser effect phenomenon is observed by div
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Langenstein, Laura, Martin Užík, and Roman Warias. "Winner Strategies in Crisis." SHS Web of Conferences 92 (2021): 03015. http://dx.doi.org/10.1051/shsconf/20219203015.

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Research background: Since the publication of Markowitz’ Portfolio Selection Theory, researchers and practitioners have been searching for the optimal structure of investment portfolios. An unlimited number of portfolio-based investment strategies have been created since 1952. However, none of these strategies seem to continuously generate overperformance over a long time period. This may also be due to the strong dynamics of economic development and other external factors. Purpose of the article: The aim of this article is to analyze which strategies are successful in generating winning portf
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Truong, Loc Dong, Giang Ngan Cao, H. Swint Friday, and Nhien Tuyet Doan. "Overreaction in a Frontier Market: Evidence from the Ho Chi Minh Stock Exchange." International Journal of Financial Studies 11, no. 2 (2023): 58. http://dx.doi.org/10.3390/ijfs11020058.

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The purpose of the study is to investigate the overreaction hypothesis in relation to the Ho Chi Minh Stock Exchange (HOSE). The data used in this study consist of a monthly price series of 392 stocks traded on the HOSE, covering the period starting on 5 January 2004 through to 30 June 2021. The findings derived from the tests examining the differences in excess returns across the winner and loser portfolios confirm that the overreaction phenomenon exists in the HOSE. More specifically, following the creations of the portfolios, the loser portfolio outperformed the winner portfolio by 1.80% an
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Lee, King Fuei. "AN ANOMALY WITHIN AN ANOMALY: THE HALLOWEEN EFFECT IN THE LONG-TERM REVERSAL ANOMALY." Applied Finance Letters 10 (November 30, 2021): 151–59. http://dx.doi.org/10.24135/afl.v10i.465.

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In this paper, we investigate the presence of the Halloween effect in the long-term reversal anomaly in the US. When we examine the cross-sectional returns of winner-minus-loser portfolios formed on prior returns over the time period of 1931-2021, we find evidence of stronger returns during winter months versus summer months. In particular, the effect appears to be driven by very strong winter-summer seasonality in the portfolio of small-capitalisation losers, and lack of Halloween effect in the portfolio of large-capitalisation winners. Our finding is robust to alternative measures of long-te
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Kusmayadi, Iwan, Djoko Suprayetno, Laila Wardani, Zainal Abidin, and Muhammad Ahyar. "CONTRARIAN STRATEGY: EVIDENCE OF PRICE REVERSAL ON WINNER-LOSER PORTFOLIOS." Distribusi - Journal of Management and Business 12, no. 2 (2024): 259–70. http://dx.doi.org/10.29303/distribusi.v12i2.583.

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This study aims to analyze the effectiveness of the contrarian strategy by demonstrating the existence of price reversal phenomena in winner-loser stock portfolios on the Indonesia Stock Exchange (IDX). This research differs from previous studies by comprehensively exploring the Indonesian stock market (IDX), which has characteristics distinct from developed countries. Thus, this research contributes new insights to the investment literature in emerging markets. The research approach is quantitative, utilizing monthly data in the form of stock closing prices from all companies listed on the ID
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Gumanti, Tatang Ary, Mareita Dewi Kasprianti, and Ana Mufidah. "MARKET OVERREACTION SAHAM LQ-45 TERHADAP PENGUMUMAN ASIAN GAMES KE-18." Wahana: Jurnal Ekonomi, Manajemen dan Akuntansi 22, no. 2 (2019): 186–203. http://dx.doi.org/10.35591/wahana.v22i2.157.

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Sports events are now a big concern for management and sports tourism and have become a big business opportunity that has an impact on the economy, especially for countries that host the event. The Asian Games is one of the biggest sports events in Asia that are held every four years. Indonesia is the country chosen to host the 18th Asian Games which was announced on July 25, 2014. The purpose of this study is to analyze LQ-45 stock whether after Indonesia was announced to host the 18th Asian Games there was a market overreaction and was followed by the emergence of price reversals. The final
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Maiz Jiménez, Jaime González, and Edgar Ortiz Calisto. "Testing the overreaction hypothesis in the mexican stock market." Contaduría y Administración 65, no. 1 (2019): 153. http://dx.doi.org/10.22201/fca.24488410e.2019.1794.

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<p>The objective of this work is to test the overreaction hypothesis in the Mexican Stock Market for the period of 2002-2015, using monthly data and applying the Cumulative Average Residuals (CAR) methodology via the CAPM model and the three-factor model proposed by Fama and French. The CAR model is applied to test how winner and loser portfolios perform during the period under analysis. Overall, the evidence shows that average CAR for the loser portfolio is 0.706%, whereas CAR for the winner portfolio is 0.364%, and that are statistically different; nevertheless, both portfolios are co-
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Abebe Assefa, Tibebe, Omar A. Esqueda, and Emilios C. Galariotis. "Overreaction evidence from large-cap stocks." Review of Accounting and Finance 13, no. 4 (2014): 310–25. http://dx.doi.org/10.1108/raf-05-2013-0072.

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Purpose – The purpose of this paper is to assess the performance of a contrarian investment strategy focusing on frequently traded large-cap US stocks. Previous criticisms that losers’ gains are not due to overreaction but due to their tendency to be thinly traded and smaller-sized firms than winners are addressed. Design/methodology/approach – Portfolios based on past performance are constructed and it is examined whether contrarian returns exist. The Capital Asset Pricing Model (CAPM), Fama and French three-factor model and the Carhart’s (1997) momentum portfolio are used to test whether exc
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Rádóczy, Klaudia, and Ákos Tóth-Pajor. "Investors’ Reactions to Extreme Events in the Hungarian Stock Market." Financial and Economic Review 20, no. 3 (2021): 5–30. http://dx.doi.org/10.33893/fer.20.3.530.

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This paper examines investors’ reactions to extreme events in the Hungarian stock market. We seek to answer the research question whether following extreme events any overreaction of investors can be observed on the Budapest Stock Exchange. With a view to answering the research question, we identify extreme events based on extreme returns on the market portfolio and then – using an event study – we examine abnormal returns on winner and loser equities. After examining investors’ reactions, we inspect the performance of the contrarian strategy in the created event windows. The main result of ou
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Wiranata, Jessica Willa, and Anastasia Sri Mendari. "ANALISIS ABNORMAL RETURN PORTOFOLIO WINNER - LOSER PADA PERUSAHAAN YANG TERDAFTAR DI INDEKS KOMPAS 100." Manajemen : Jurnal Ekonomi 3, no. 1 (2021): 88–97. http://dx.doi.org/10.36985/manajemen.v3i1.22.

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This study aims to analyze whether there is a difference in abnormal return average of stock portfolios in winner and loser categories during two different periods namely formation and testing periods to test winner-loser anomaly occurrence. The population of this study was the companies listed in the Kompas 100 Index of Indonesia Stock Exchange from February 2015 to July 2019. A number of 44 companiesused as the samples of this study which selected by using the purposive sampling technique. Parametric paired sample t-test and nonparametric Wilcoxon signed ranks test were used to analyze the d
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Dissertations / Theses on the topic "Winner portfolios"

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Li, Yao. "Examination of long-run performance of momentum portfolios: Implications for the sources and profitability of momentum." Diss., Virginia Tech, 2019. http://hdl.handle.net/10919/93958.

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This dissertation investigates the long-term performance of momentum portfolios. Its results show striking asymmetries for winners and losers and imply potentially different causes for the winner and loser components of momentum. After separately examining winners and losers relative to their respective benchmark portfolios with no momentum, we find winner momentum is smaller in magnitude, persists only for six months, and its higher return fully reverses. This is consistent with the notion that winner momentum is an overreaction to positive news and potentially destabilizing. Loser momentum i
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Aleatrati, Khosroshahi Pouya [Verfasser], Florian [Akademischer Betreuer] Matthes, Florian [Gutachter] Matthes, and Robert [Gutachter] Winter. "Using Business Capability Maps for Application Portfolio Complexity Management / Pouya Aleatrati Khosroshahi ; Gutachter: Florian Matthes, Robert Winter ; Betreuer: Florian Matthes." München : Universitätsbibliothek der TU München, 2018. http://d-nb.info/1179913930/34.

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Salomon, Tania. "The Risk-Return Characteristics and Diversification Benefits of Fine Wine Investment." Scholarship @ Claremont, 2017. http://scholarship.claremont.edu/cmc_theses/1668.

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This thesis evaluates the risk-return characteristics and diversification benefits of fine wine investment. It compares the historical performance of wine to that of equity, fixed income, real estate, and commodities. I calculate the correlation, volatility, and expected returns of these assets to examine whether adding wine to a portfolio increases its risk-adjusted return. I do this through the Markowitz portfolio optimization technique. The findings suggest that wine has a low correlation with traditional assets, providing diversification benefits. My results also show that adding wine to a
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Fogarty, James. "Wine investment, pricing and substitutes." University of Western Australia. School of Economics and Commerce, 2006. http://theses.library.uwa.edu.au/adt-WU2006.0048.

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[Truncated abstract] This thesis consists of six chapters, and the main research contributions are contained in chapters two through five inclusive. The topics addressed in each chapter are distinct, but related, and the specific contributions to knowledge made by the different chapters are related to: (i) understanding more fully the nature of the demand for alcohol; (ii) explaining the relationship between reputation characteristics and consumers’ willingness to pay for wine; (iii) estimating the rate of return to Australian wine; and (iv) using financial analysis to reveal the risk diversif
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LIPPI, ANDREA. "Gli investimenti non finanziari nel private banking: scelte strategiche, aspetti tecnico-valutativi e modalità di customer relationship management." Doctoral thesis, Università Cattolica del Sacro Cuore, 2007. http://hdl.handle.net/10280/115.

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L'obiettivo della ricerca è evidenziare se l'investimento in beni non finanziari è preso in considerazione dalle private banks operanti in Italia nella costruzione dei portafogli dei loro clienti facoltosi, se nel processo di ottimizzazione siano seguite le logiche della modern portfolio theory e quali modalità vengono adottate nella fase di presentazione delle performance. si procede quindi ad esaminare gli investimenti in oro, in arte, in diamanti, in vino e in immobili per verificarne gli impatti sulla rischiosità e sulle performance di portafoglio.<br>The goal of this thesis is to verify i
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LIPPI, ANDREA. "Gli investimenti non finanziari nel private banking: scelte strategiche, aspetti tecnico-valutativi e modalità di customer relationship management." Doctoral thesis, Università Cattolica del Sacro Cuore, 2007. http://hdl.handle.net/10280/115.

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L'obiettivo della ricerca è evidenziare se l'investimento in beni non finanziari è preso in considerazione dalle private banks operanti in Italia nella costruzione dei portafogli dei loro clienti facoltosi, se nel processo di ottimizzazione siano seguite le logiche della modern portfolio theory e quali modalità vengono adottate nella fase di presentazione delle performance. si procede quindi ad esaminare gli investimenti in oro, in arte, in diamanti, in vino e in immobili per verificarne gli impatti sulla rischiosità e sulle performance di portafoglio.<br>The goal of this thesis is to verify i
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Yu, Li-Fang, and 游莉芳. "A Duration Based Analysis on Winner and Loser Portfolios of Momentum Strategy." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/80964020489541732142.

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碩士<br>國立中央大學<br>財務金融學系<br>101<br>Frequent trading may result in high trading costs and prevent the execution of profitable momentum strategy. This thesis tries to examine the turnover frequency of stocks in long-short portfolio of momentum strategy. Empirical results first provide the evidence that momentum strategy is profitable. Second, there are 39.21% (40.21%) winner (loser) stocks retaining their rankings in the next month based on six-month price return performances and the average turnover rate is 86.41% (87.73%) for winner (loser) portfolios in six-month/six-month momentum strategy. Th
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Nahmer, Thomas. "Financial Market Actors: Cognitive Biases, Portfolio Diversification and Forecasting Ability." Thesis, 2019. http://hdl.handle.net/11858/00-1735-0000-002E-E630-5.

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Correia, Tiago Manuel Henriques. "Arquitetura de marca dos vinhos: quinta Vale de Fornos." Master's thesis, 2012. http://hdl.handle.net/10071/6502.

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O presente estudo caracteriza-se como sendo um estudo exploratório em que se aborda a arquitetura de marcas, mais concretamente a problemática do excesso de marcas de vinho na Quinta Vale de Fornos. Descreve uma investigação empírica, em torno da Quinta Vale de Fornos ,e tem como missão ser um contributo para melhorar a compreensão da gestão do portfolio de marcas. Além do mais apresenta-se como uma análise crítica, conduzida no sentido de se assumir como uma proposta de solução para a problemática desse mesmo excesso de marcas. Como tal, foram recolhidas informações acerca da empresa recor
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SOBOTKOVÁ, Michaela. "Perspektivy vývoje mezinárodního obchodu s vínem." Master's thesis, 2011. http://www.nusl.cz/ntk/nusl-50321.

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The aim of the thesis is to analyze the prospects of development of international trade for the Czech wine producers, to specify the trade in selected products and make recommendations for the development of the studied field. A partial view of this diploma paper is to provide suggestions for improving the position of Czech wine producers in foreign markets. Create new proposals for how could the Czech winemakers be more competitive in international standard.To determine the situation of the wine culture in the Czech rep. I chose the survey by questionnaires. I asked 321 winemakers. After that
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Books on the topic "Winner portfolios"

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Cohen, Marilyn. Surviving the bond bear market: Bondland's nuclear winter. John Wiley & Sons, 2011.

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Kaye, Michael. The Standard & Poor's guide to selecting stocks: Finding the winners and weeding out the losers. McGraw-Hill, 2006.

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1958-, Bright Susie, and Posener Jill, eds. Nothing but the girl: The blatant lesbian image : a portfolio and exploration of lesbian erotic photography. Freedom Editions, 1998.

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1958-, Bright Susie, and Posener Jill, eds. Nothing but the girl: The blatant lesbian image : a portfolio and exploration of lesbian erotic photography. Freedom Editions, 1996.

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Photo, W. W. U. 2023 Winter WWU Portfolio Book. Blurb, 2023.

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Publishing, LAD Custom. Portfolio Management - Winter 2022 (W.4). LAD Custom Publishing, Incorporated, 2021.

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Cohen, Marilyn, and Christopher R. Malburg. Surviving the Bond Bear Market: Bondland's Nuclear Winter. Wiley & Sons, Incorporated, John, 2011.

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Cohen, Marilyn, and Christopher R. Malburg. Surviving the Bond Bear Market: Bondland's Nuclear Winter. Wiley & Sons, Incorporated, John, 2011.

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Cohen, Marilyn, and Christopher R. Malburg. Surviving the Bond Bear Market: Bondland's Nuclear Winter. Wiley & Sons, Limited, John, 2015.

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Cohen, Marilyn, and Christopher R. Malburg. Surviving the Bond Bear Market: Bondland's Nuclear Winter. Wiley & Sons, Incorporated, John, 2011.

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Book chapters on the topic "Winner portfolios"

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Lleo, Sebastien, and William T. Ziemba. "The Swiss Black Swan Unpegging Bad Scenario: The Losers and the Winners." In Portfolio Construction, Measurement, and Efficiency. Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-33976-4_17.

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Maula, Markku, and Gordon Murray. "Corporate Venture Capital and the Creation of US Public Companies: The Impact of Sources of Venture Capital on the Performance of Portfolio Companies." In Creating Value: Winners in the New Business Environment. Blackwell Publishing Ltd, 2017. http://dx.doi.org/10.1002/9781405164092.ch9.

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Balduzzi, Pierluigi, Giuseppe Bertola, and Silverio Foresi. "Asset Price Dynamics and Infrequent Feedback Trades." In New Research in Financial Markets. Oxford University PressOxford, 2002. http://dx.doi.org/10.1093/oso/9780199243211.003.0007.

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Abstract Investors routinely rebalance their portfolios in response to changes in prices. In order to hold portfolio weights constant, for example, investors would buy losers and sell winners, a typical negative-feedback or contrarian strategy.1 Alternatively, investors may implement positive-feedback strategies: buy stocks when their prices rise, and sell them when their prices fall. These strategies include portfolio choice based on extrapolative expectations (trend-chasing), the use of stop-loss orders, and portfolio insurance.
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"Portfolio Award Winner – Bence Máté." In Bird Photographer of the Year. Princeton University Press, 2024. https://doi.org/10.1515/9780691263670-014.

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Evnine, Jeremy, and Andrew Rudd. "Option portfolio risk analysis (Winter 1984)." In Streetwise. Princeton University Press, 2021. http://dx.doi.org/10.2307/j.ctv1mjqtwg.41.

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Evnine, Jeremy, and Andrew Rudd. "Option Portfolio Risk Analysis (Winter 1984)." In Streetwise. Princeton University Press, 1998. http://dx.doi.org/10.1515/9781400829408-039.

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Mathur, SB, Sudhakar Bokephode, and DD Balsaraf. "Spot the ‘Winner’." In Indian Business Case Studies Volume VI. Oxford University PressOxford, 2022. http://dx.doi.org/10.1093/oso/9780192869425.003.0008.

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Abstract It is in majority of cases that the rat wants to bell the cat and the cat intends to catch the rat smartly waiting for the failure of the rat to be aware of the waiting cat for its prey. Even in business similar games need to be played constantly to catch a disposer of assets for whatever needs by making him gradually crawl in to the cage set up by the shrewd financier or buyer interested in the assets on sale and to restructure the financial portfolio of Future Group. The Future Group has huge debts accumulated over a period and is compelled to sell its family jewel for repayment of
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McEnally, Richard W. "Latane's Bequest: The Best of Portfolio Strategies (Winter 1986)." In Streetwise. Princeton University Press, 1998. http://dx.doi.org/10.1515/9781400829408-020.

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Chen, Hong-Yi, Cheng Few Lee, and Wei K. Shih. "Technical, Fundamental, and Combined Information for Separating Winners from Losers." In Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives. WORLD SCIENTIFIC, 2024. http://dx.doi.org/10.1142/9789811269943_0014.

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Verhaart, Michael, and Kinshuk. "A Dynamic Personal Portfolio Using Web Technologies." In Encyclopedia of Human Computer Interaction. IGI Global, 2006. http://dx.doi.org/10.4018/978-1-59140-562-7.ch027.

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With the ubiquitous availability of the Internet, the possibility of creating a centralized repository of an individual’s knowledge has become possible. Although, at present, there are many efforts to develop collaborative systems such as wikis (Leuf &amp; Cunningham, 2002), Web logs or blogs (Winer, 2002) and sharable content management systems (Wikipedia, 2004), an area that is overlooked is the development of a system that would manage personal knowledge and information. For example, in an educational setting, it has been found that most lecturers customize content to suit their particular
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Conference papers on the topic "Winner portfolios"

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Rongzeng Cao, Wei Ding, and Bonnie Ray. "Mathematical models and simulation for project portfolios optimization." In 2007 Winter Simulation Conference. IEEE, 2007. http://dx.doi.org/10.1109/wsc.2007.4419878.

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Zhang, Kun, Guangwu Liu, and Shiyu Wang. "Portfolio risk measurement via stochastic mesh." In 2017 Winter Simulation Conference (WSC). IEEE, 2017. http://dx.doi.org/10.1109/wsc.2017.8247917.

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Liu, Guangwu. "Importance sampling for risk contributions of credit portfolios." In 2010 Winter Simulation Conference - (WSC 2010). IEEE, 2010. http://dx.doi.org/10.1109/wsc.2010.5678972.

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Kennedy, J., and S. Pimblott. "Progress in Critically Assessing the NSUF Research Portfolio." In Tranactions - 2019 Winter Meeting. AMNS, 2019. http://dx.doi.org/10.13182/t31233.

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Wagner, Alexander, and Stan Uryasev. "Portfolio Optimization with Expectile and Omega Functions." In 2019 Winter Simulation Conference (WSC). IEEE, 2019. http://dx.doi.org/10.1109/wsc40007.2019.9004720.

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Glasserman, Paul, and Xingbo Xu. "Importance sampling for tail risk in discretely rebalanced portfolios." In 2010 Winter Simulation Conference - (WSC 2010). IEEE, 2010. http://dx.doi.org/10.1109/wsc.2010.5678961.

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Rakotoarison, Herilalaina, Marc Schoenauer, and Michèle Sebag. "Automated Machine Learning with Monte-Carlo Tree Search." In Twenty-Eighth International Joint Conference on Artificial Intelligence {IJCAI-19}. International Joint Conferences on Artificial Intelligence Organization, 2019. http://dx.doi.org/10.24963/ijcai.2019/457.

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The AutoML approach aims to deliver peak performance from a machine learning portfolio on the dataset at hand. A Monte-Carlo Tree Search Algorithm Selection and Configuration (Mosaic) approach is presented to tackle this mixed (combinatorial and continuous) expensive optimization problem on the structured search space of ML pipelines. Extensive lesion studies are conducted to independently assess and compare: i) the optimization processes based on Bayesian Optimization or Monte Carlo Tree Search (MCTS); ii) its warm-start initialization based on meta-features or random runs; iii) the ensemblin
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Sakagawa, Shosuke, and Naoki Mori. "Neural Ranking Strategy for Portfolio Construction Using Transformers." In 2022 13th International Congress on Advanced Applied Informatics Winter (IIAI-AAI-Winter). IEEE, 2022. http://dx.doi.org/10.1109/iiai-aai-winter58034.2022.00029.

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Zhiyong Chen and Paul Glasserman. "Approximations and control variates for pricing portfolio credit derivatives." In 2007 Winter Simulation Conference. IEEE, 2007. http://dx.doi.org/10.1109/wsc.2007.4419694.

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Gordy, Michael, and Sandeep Juneja. "Efficient Simulation for Risk Measurement in Portfolio of CDOs." In 2006 Winter Simulation Conference. IEEE, 2006. http://dx.doi.org/10.1109/wsc.2006.323155.

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Reports on the topic "Winner portfolios"

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Nahmer, Thomas. Die Investition in Fine Wine unter Diversifikations- und Kostengesichtspunkten. Sonderforschungsgruppe Institutionenanalyse, 2018. http://dx.doi.org/10.46850/sofia.9783941627710.

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Dieses Papier untersucht die Sinnhaftigkeit von Fine Wine als Alternatives Investment unter besonderer Berücksichtigung der Kosten eines Fine Wine Investments. Ist Fine Wine zur weiteren Diversifizierung und damit zur Verbesserung des Risikio-Return-Profils von global in Aktien und Anleihen investierenden Portfolios geeignet? Die Analyse erfolgt in einem ersten Schritt auf Indexbasis und in einem zweiten Schritt auf Basis von realen Investitions-möglichkeiten. Die Referenzwährungen sind der US-Dollar und der Euro. Für die Indexbetrachtung werden auf der Aktienseite der MSCI-World-Index und für
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Miller, Eric T. Financial Services in the Trading System: Progress and Prospects. Inter-American Development Bank, 1999. http://dx.doi.org/10.18235/0008609.

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In the winter of 1996, Canada's third largest financial institution, the Bank of Montreal, launched a now infamous advertising campaign in which it asked the question: Can a bank change? While the resulting ads naturally responded in the affirmative, many other large financial institutions were asking themselves the same question. The dramatic acceleration since the mid-to-late 1980's of the rate at which banks are establishing branches and/or investing in financial institutions outside of their home markets combined with the dismantling by governments around the world of many traditional regu
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Vargas-Herrera, Hernando, Juan Jose Ospina-Tejeiro, Carlos Alfonso Huertas-Campos, et al. Monetary Policy Report - April de 2021. Banco de la República de Colombia, 2021. http://dx.doi.org/10.32468/inf-pol-mont-eng.tr2-2021.

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1.1 Macroeconomic summary Economic recovery has consistently outperformed the technical staff’s expectations following a steep decline in activity in the second quarter of 2020. At the same time, total and core inflation rates have fallen and remain at low levels, suggesting that a significant element of the reactivation of Colombia’s economy has been related to recovery in potential GDP. This would support the technical staff’s diagnosis of weak aggregate demand and ample excess capacity. The most recently available data on 2020 growth suggests a contraction in economic activity of 6.8%, lowe
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