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 2 5 14 111 5 12 37 229
Margin regulation and market quality: a microstructure analysis 0 0 0 0 0 1 5 10
Total Working Papers 2 5 14 111 5 13 42 239


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 7 128 2 6 35 275
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 1 1 11 94 1 1 30 247
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 11 103 1 2 21 279
Active portfolio management with benchmarking: Adding a value-at-risk constraint 1 1 9 179 2 3 22 459
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 1 2 6 153 1 2 17 407
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 3 333 0 5 18 816
Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books 0 0 4 34 0 2 31 160
Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds 0 0 4 83 1 3 15 336
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 3 6 239 1 3 12 414
Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis 0 2 21 772 9 18 68 1,422
From Markowitz to modern risk management 0 1 5 164 0 2 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 0 1 6 155
International Listings and Stock Returns: Some Empirical Evidence 0 1 2 84 1 2 13 349
Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs 2 3 5 60 2 3 8 175
Investor self-selection: evidence from a mutual fund survey 0 0 0 0 2 2 4 229
Margin regulation and market quality: a microstructure analysis 0 0 1 64 2 2 11 214
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 1 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 0 59 0 0 5 170
Mutual fund shareholders: characteristics, investor knowledge, and sources of information 1 1 3 138 3 7 17 487
On Back-Testing "Zero-Investment" Strategies 0 0 0 217 2 3 7 995
On the Estimation and Stability of Beta 0 0 0 143 0 3 7 263
Portfolio selection with a drawdown constraint 0 0 1 157 0 0 10 332
Portfolio selection with mental accounts and delegation 0 0 2 63 0 1 7 240
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 2 3 98 0 3 8 298
Short Selling and Efficient Sets 0 0 2 85 2 2 11 244
Short Selling on the New York Stock Exchange and the Effects of the Uptick Rule 0 0 2 83 0 1 10 352
Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing 0 0 6 156 3 4 22 358
The Derivation of Efficient Sets 0 0 0 8 0 0 1 129
The determinants of trading volume of high-yield corporate bonds 0 1 10 333 3 10 38 781
The effect of price tests on trader behavior and market quality: An analysis of Reg SHO 1 2 2 82 3 4 8 217
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 0 1 1 52 0 1 5 135
What Does Nasdaq's High Yield Bond Market Reveal about Bondholder-Shareholder Conflict? 0 0 0 0 1 4 14 694
When more is less: Using multiple constraints to reduce tail risk 0 1 5 26 0 2 15 87
Total Journal Articles 9 28 139 4,555 42 105 557 13,310


Statistics updated 2017-04-03