Access Statistics for Gordon J. Alexander

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bank regulation and stability: An examination of the Basel market risk framework 1 4 14 116 2 9 31 241
Margin regulation and market quality: a microstructure analysis 0 0 0 0 0 0 5 12
Total Working Papers 1 4 14 116 2 9 36 253


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model 2 5 10 135 4 13 38 293
A Reevaluation of Alternative Portfolio Selection Models Applied to Common Stocks 0 0 0 12 0 0 0 41
A comparison of the original and revised Basel market risk frameworks for regulating bank capital 1 3 7 99 1 7 14 258
A graphical note on European put thetas 0 0 0 0 0 0 0 5
Active portfolio management with benchmarking: A frontier based on alpha 0 1 9 106 2 4 19 288
Active portfolio management with benchmarking: Adding a value-at-risk constraint 0 1 7 182 2 5 18 468
An Algorithm for Deriving the Capital Market Line 0 0 0 5 0 0 0 39
An algorithmic approach to deriving the minimum-variance zero-beta portfolio 0 0 1 96 0 1 2 322
An analysis of trade-size clustering and its relation to stealth trading 0 0 4 154 2 3 13 414
Applying the Market Model to Long-Term Corporate Bonds 0 1 2 13 0 1 2 56
Asset Pricing and Dual Listing on Foreign Capital Markets: A Note 2 2 4 335 3 5 19 824
Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books 1 1 3 36 3 7 17 169
Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds 1 2 6 86 3 11 22 351
Does mutual fund disclosure at banks matter? Evidence from a survey of investors1 0 0 0 39 0 0 3 139
Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach 0 1 4 240 0 2 10 419
Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis 1 6 18 782 3 15 70 1,456
From Markowitz to modern risk management 0 0 7 168 0 0 9 409
Guest Editorial 0 0 0 3 0 0 0 40
Implications of a Reduction in Tick Size on Short-Sell Order Execution 0 0 0 29 0 1 4 157
International Listings and Stock Returns: Some Empirical Evidence 0 0 1 84 0 0 7 352
Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs 0 0 3 60 0 0 3 175
Investor self-selection: evidence from a mutual fund survey 0 0 0 0 0 0 2 229
Margin regulation and market quality: a microstructure analysis 0 0 2 65 0 0 9 218
Market Timing Strategies in Convertible Debt Financing 0 0 0 56 0 0 3 205
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 0 70 0 0 6 202
Mixed Security Testing of Alternative Portfolio Selection Models 0 0 1 4 0 0 1 35
More on Beta as a Random Coefficient 0 0 1 26 0 0 1 53
More on Estimation Risk and Simple Rules for Optimal Portfolio Selection 0 0 1 60 0 0 3 171
Mutual fund shareholders: characteristics, investor knowledge, and sources of information 0 0 2 139 0 4 16 496
On Back-Testing "Zero-Investment" Strategies 0 0 1 218 0 0 6 997
On the Estimation and Stability of Beta 1 1 2 145 1 1 10 268
Portfolio selection with a drawdown constraint 0 2 2 159 2 4 9 338
Portfolio selection with mental accounts and delegation 0 0 0 63 0 0 2 241
Portfolio selection with mental accounts and estimation risk 1 3 7 7 3 11 21 21
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 1 3 99 0 1 6 299
Short Selling and Efficient Sets 0 0 0 85 0 0 4 244
Short Selling on the New York Stock Exchange and the Effects of the Uptick Rule 0 0 0 83 0 0 3 353
Short selling and the pricing of closed-end funds 2 5 5 5 3 9 12 12
Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing 0 0 1 157 1 2 10 362
The Derivation of Efficient Sets 0 0 1 9 0 0 1 130
The determinants of trading volume of high-yield corporate bonds 0 1 12 340 2 11 40 804
The effect of price tests on trader behavior and market quality: An analysis of Reg SHO 0 0 4 84 2 2 14 225
Timing Decisions and the Behavior of Mutual Fund Systematic Risk 0 0 0 13 0 0 0 55
Using linear and goal programming to immunize bond portfolios 1 1 2 53 1 2 4 138
What Does Nasdaq's High Yield Bond Market Reveal about Bondholder-Shareholder Conflict? 0 0 0 0 0 3 9 698
When more is less: Using multiple constraints to reduce tail risk 0 0 2 26 0 1 6 90
Total Journal Articles 13 37 135 4,630 38 126 468 13,559


Statistics updated 2017-10-05