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 6 13 109 3 10 35 224
Margin regulation and market quality: a microstructure analysis 0 0 0 0 1 2 5 10
Total Working Papers 1 6 13 109 4 12 40 234


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 0 1 8 128 2 9 35 273
A Reevaluation of Alternative Portfolio Selection Models Applied to Common Stocks 0 0 0 12 0 0 3 41
A comparison of the original and revised Basel market risk frameworks for regulating bank capital 0 1 11 93 0 1 31 246
A graphical note on European put thetas 0 0 0 0 0 0 1 5
Active portfolio management with benchmarking: A frontier based on alpha 1 2 10 102 1 3 22 278
Active portfolio management with benchmarking: Adding a value-at-risk constraint 0 2 8 178 1 3 20 457
An Algorithm for Deriving the Capital Market Line 0 0 0 5 0 0 2 39
An algorithmic approach to deriving the minimum-variance zero-beta portfolio 0 1 2 96 0 1 8 321
An analysis of trade-size clustering and its relation to stealth trading 0 2 6 152 0 2 20 406
Applying the Market Model to Long-Term Corporate Bonds 0 0 2 12 0 0 3 55
Asset Pricing and Dual Listing on Foreign Capital Markets: A Note 0 1 4 333 1 7 20 816
Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books 0 0 4 34 1 2 31 160
Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds 0 3 4 83 0 5 15 335
Does mutual fund disclosure at banks matter? Evidence from a survey of investors1 0 0 0 39 0 0 3 137
Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach 1 2 5 238 1 2 17 413
Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis 1 4 22 772 3 14 60 1,413
From Markowitz to modern risk management 1 2 5 164 2 3 13 405
Guest Editorial 0 0 0 3 0 0 1 40
Implications of a Reduction in Tick Size on Short-Sell Order Execution 0 0 0 29 1 1 6 155
International Listings and Stock Returns: Some Empirical Evidence 1 1 3 84 1 2 18 348
Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs 0 1 3 58 0 1 7 173
Investor self-selection: evidence from a mutual fund survey 0 0 0 0 0 0 3 227
Margin regulation and market quality: a microstructure analysis 0 1 1 64 0 1 9 212
Market Timing Strategies in Convertible Debt Financing 0 0 0 56 0 0 7 204
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 1 70 0 2 13 201
Mixed Security Testing of Alternative Portfolio Selection Models 0 0 1 4 0 0 3 35
More on Beta as a Random Coefficient 0 1 1 26 0 1 2 53
More on Estimation Risk and Simple Rules for Optimal Portfolio Selection 0 0 7 59 0 0 17 170
Mutual fund shareholders: characteristics, investor knowledge, and sources of information 0 0 2 137 1 4 16 484
On Back-Testing "Zero-Investment" Strategies 0 0 0 217 1 1 5 993
On the Estimation and Stability of Beta 0 0 0 143 1 4 7 263
Portfolio selection with a drawdown constraint 0 0 1 157 0 0 11 332
Portfolio selection with mental accounts and delegation 0 0 2 63 1 1 7 240
Reducing estimation risk in optimal portfolio selection when short sales are allowed 1 2 3 98 2 5 9 298
Short Selling and Efficient Sets 0 0 2 85 0 0 10 242
Short Selling on the New York Stock Exchange and the Effects of the Uptick Rule 0 0 3 83 1 1 11 352
Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing 0 0 6 156 1 2 19 355
The Derivation of Efficient Sets 0 0 0 8 0 0 1 129
The determinants of trading volume of high-yield corporate bonds 1 3 11 333 5 10 36 778
The effect of price tests on trader behavior and market quality: An analysis of Reg SHO 1 1 2 81 1 1 6 214
Timing Decisions and the Behavior of Mutual Fund Systematic Risk 0 0 0 13 0 0 2 55
Using linear and goal programming to immunize bond portfolios 1 1 1 52 1 1 6 135
What Does Nasdaq's High Yield Bond Market Reveal about Bondholder-Shareholder Conflict? 0 0 0 0 1 3 13 693
When more is less: Using multiple constraints to reduce tail risk 1 2 5 26 1 3 15 87
Total Journal Articles 10 34 146 4,546 31 96 564 13,268


Statistics updated 2017-03-07