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 1 12 113 3 5 30 235
Margin regulation and market quality: a microstructure analysis 0 0 0 0 0 1 6 12
Total Working Papers 1 1 12 113 3 6 36 247


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 3 4 10 133 6 7 40 286
A Reevaluation of Alternative Portfolio Selection Models Applied to Common Stocks 0 0 0 12 0 0 1 41
A comparison of the original and revised Basel market risk frameworks for regulating bank capital 1 2 8 97 2 4 16 253
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 0 2 12 105 1 6 24 285
Active portfolio management with benchmarking: Adding a value-at-risk constraint 1 1 9 182 2 3 22 465
An Algorithm for Deriving the Capital Market Line 0 0 0 5 0 0 1 39
An algorithmic approach to deriving the minimum-variance zero-beta portfolio 0 0 1 96 0 0 4 321
An analysis of trade-size clustering and its relation to stealth trading 0 0 6 154 1 3 14 412
Applying the Market Model to Long-Term Corporate Bonds 0 0 1 12 0 0 2 55
Asset Pricing and Dual Listing on Foreign Capital Markets: A Note 0 0 2 333 2 4 18 821
Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books 0 1 5 35 2 4 25 164
Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds 0 1 4 84 3 6 18 343
Does mutual fund disclosure at banks matter? Evidence from a survey of investors1 0 0 0 39 0 1 5 139
Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach 0 0 5 239 0 0 12 417
Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis 3 6 21 779 8 19 72 1,449
From Markowitz to modern risk management 0 3 7 168 0 3 10 409
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 2 5 157
International Listings and Stock Returns: Some Empirical Evidence 0 0 1 84 0 2 9 352
Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs 0 0 3 60 0 0 4 175
Investor self-selection: evidence from a mutual fund survey 0 0 0 0 0 0 3 229
Margin regulation and market quality: a microstructure analysis 0 0 2 65 0 2 13 218
Market Timing Strategies in Convertible Debt Financing 0 0 0 56 0 0 5 205
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 0 70 0 0 10 202
Mixed Security Testing of Alternative Portfolio Selection Models 0 0 1 4 0 0 2 35
More on Beta as a Random Coefficient 0 0 1 26 0 0 2 53
More on Estimation Risk and Simple Rules for Optimal Portfolio Selection 0 1 1 60 0 1 5 171
Mutual fund shareholders: characteristics, investor knowledge, and sources of information 0 1 2 139 0 2 14 492
On Back-Testing "Zero-Investment" Strategies 0 0 1 218 0 0 7 997
On the Estimation and Stability of Beta 0 1 1 144 0 4 11 267
Portfolio selection with a drawdown constraint 0 0 1 157 0 2 9 334
Portfolio selection with mental accounts and delegation 0 0 1 63 0 0 5 241
Portfolio selection with mental accounts and estimation risk 1 5 5 5 5 15 15 15
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 0 3 98 0 0 7 298
Short Selling and Efficient Sets 0 0 1 85 0 0 8 244
Short Selling on the New York Stock Exchange and the Effects of the Uptick Rule 0 0 0 83 0 1 8 353
Short selling and the pricing of closed-end funds 2 2 2 2 4 7 7 7
Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing 0 1 4 157 1 3 16 361
The Derivation of Efficient Sets 0 1 1 9 0 1 2 130
The determinants of trading volume of high-yield corporate bonds 0 4 13 339 2 11 41 795
The effect of price tests on trader behavior and market quality: An analysis of Reg SHO 0 2 4 84 0 6 14 223
Timing Decisions and the Behavior of Mutual Fund Systematic Risk 0 0 0 13 0 0 1 55
Using linear and goal programming to immunize bond portfolios 0 0 1 52 0 0 3 136
What Does Nasdaq's High Yield Bond Market Reveal about Bondholder-Shareholder Conflict? 0 0 0 0 2 2 10 697
When more is less: Using multiple constraints to reduce tail risk 0 0 3 26 0 1 10 89
Total Journal Articles 11 38 143 4,604 42 122 532 13,475


Statistics updated 2017-08-03