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 0 0 0 124 1 2 4 290
Margin regulation and market quality: a microstructure analysis 0 0 0 0 0 0 0 30
Total Working Papers 0 0 0 124 1 2 4 320

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 0 3 183 1 2 16 434
A Reevaluation of Alternative Portfolio Selection Models Applied to Common Stocks 0 0 0 15 0 0 0 49
A comparison of the original and revised Basel market risk frameworks for regulating bank capital 0 0 1 114 1 2 6 315
A graphical note on European put thetas 0 0 1 2 0 0 1 15
Active portfolio management with benchmarking: A frontier based on alpha 0 1 1 123 0 2 6 362
Active portfolio management with benchmarking: Adding a value-at-risk constraint 0 0 0 197 2 2 6 549
An Algorithm for Deriving the Capital Market Line 0 0 0 6 0 0 1 49
An algorithmic approach to deriving the minimum-variance zero-beta portfolio 0 0 0 103 0 0 1 345
An analysis of trade-size clustering and its relation to stealth trading 0 2 4 186 0 3 8 483
Applying the Market Model to Long-Term Corporate Bonds 0 0 0 13 0 0 0 69
Asset Pricing and Dual Listing on Foreign Capital Markets: A Note 0 0 0 362 0 0 1 911
Bank Capital Regulation of Trading Portfolios: An Assessment of the Basel Framework 0 0 0 9 0 0 3 47
Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books 0 0 0 42 0 0 2 224
Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds 0 0 0 98 0 1 4 420
Does mutual fund disclosure at banks matter? Evidence from a survey of investors1 0 0 0 42 0 0 2 156
Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach 1 1 2 261 1 2 8 483
Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis 0 1 7 942 0 3 23 1,827
From Markowitz to modern risk management 0 0 0 178 1 2 6 450
Guest Editorial 0 0 0 3 0 0 0 46
Implications of a Reduction in Tick Size on Short-Sell Order Execution 0 0 0 29 0 0 2 166
International Listings and Stock Returns: Some Empirical Evidence 0 0 0 94 0 0 2 412
Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs 0 1 5 89 0 4 10 243
Investor self-selection: evidence from a mutual fund survey 0 0 0 2 0 1 7 267
Margin regulation and market quality: a microstructure analysis 0 0 0 68 1 2 4 254
Market Timing Strategies in Convertible Debt Financing 0 0 0 59 0 0 0 225
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 0 73 0 0 0 221
Mixed Security Testing of Alternative Portfolio Selection Models 0 0 0 4 0 0 1 38
More on Beta as a Random Coefficient 0 0 0 34 0 0 0 90
More on Estimation Risk and Simple Rules for Optimal Portfolio Selection 0 0 0 64 0 0 2 190
Mutual fund shareholders: characteristics, investor knowledge, and sources of information 0 1 2 182 0 3 6 671
On Back-Testing "Zero-Investment" Strategies 0 0 0 220 0 0 1 1,016
On the Estimation and Stability of Beta 0 0 3 181 1 1 7 355
Portfolio selection with a drawdown constraint 0 1 1 179 0 1 2 399
Portfolio selection with mental accounts and delegation 0 0 0 73 0 0 2 289
Portfolio selection with mental accounts and estimation risk 0 0 1 28 0 0 5 135
Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion 0 0 0 16 0 0 0 60
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 0 0 99 0 0 10 312
Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule 0 0 0 8 0 0 1 43
Short Selling and Efficient Sets 0 0 0 99 0 0 4 282
Short Selling on the New York Stock Exchange and the Effects of the Uptick Rule 0 0 2 94 0 0 4 388
Short selling and the pricing of closed-end funds 0 0 0 20 0 1 3 90
Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing 0 0 0 165 1 1 5 429
The Derivation of Efficient Sets 0 0 0 13 0 1 1 148
The Pricing of Exchange Traded Funds and the Roles of Primary and Secondary Market Participants 0 1 7 20 0 1 7 45
The determinants of trading volume of high-yield corporate bonds 0 0 3 400 0 0 8 960
The effect of price tests on trader behavior and market quality: An analysis of Reg SHO 0 0 0 122 0 0 3 323
The puzzling behavior of short sellers around earnings announcements 0 0 0 3 0 0 1 49
Timing Decisions and the Behavior of Mutual Fund Systematic Risk 0 0 0 15 0 0 0 64
Using linear and goal programming to immunize bond portfolios 0 0 1 63 0 0 4 168
What Does Nasdaq's High Yield Bond Market Reveal about Bondholder-Shareholder Conflict? 0 0 0 0 0 0 1 759
When more is less: Using multiple constraints to reduce tail risk 0 0 0 28 0 0 1 122
Total Journal Articles 1 9 44 5,423 9 35 198 16,447

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Correlation-Based Portfolio Choice Algorithm 0 0 1 1 0 0 1 2
Total Chapters 0 0 1 1 0 0 1 2

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Statistics updated 2025-08-05