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 4 6 9 295
Margin regulation and market quality: a microstructure analysis 0 0 0 0 1 1 1 31
Total Working Papers 0 0 0 124 5 7 10 326

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 2 183 0 2 12 435
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 5 316
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 1 1 2 124 2 4 8 366
Active portfolio management with benchmarking: Adding a value-at-risk constraint 0 0 0 197 1 4 7 551
An Algorithm for Deriving the Capital Market Line 0 0 0 6 1 1 2 50
An algorithmic approach to deriving the minimum-variance zero-beta portfolio 0 0 0 103 3 3 4 348
An analysis of trade-size clustering and its relation to stealth trading 0 0 4 186 1 2 10 485
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 1 1 2 912
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 2 2 4 226
Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds 0 0 0 98 1 1 4 421
Does mutual fund disclosure at banks matter? Evidence from a survey of investors1 0 0 0 42 1 1 3 157
Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach 0 1 2 261 1 2 9 484
Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis 1 2 5 944 3 6 22 1,833
From Markowitz to modern risk management 0 0 0 178 0 1 4 450
Guest Editorial 0 0 0 3 1 1 1 47
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 1 2 3 414
Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs 0 0 5 89 1 1 11 244
Investor self-selection: evidence from a mutual fund survey 0 0 0 2 0 1 5 268
Margin regulation and market quality: a microstructure analysis 0 0 0 68 1 3 5 256
Market Timing Strategies in Convertible Debt Financing 0 0 0 59 0 1 1 226
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 0 73 1 1 1 222
Mixed Security Testing of Alternative Portfolio Selection Models 0 0 0 4 1 1 2 39
More on Beta as a Random Coefficient 0 0 0 34 1 1 1 91
More on Estimation Risk and Simple Rules for Optimal Portfolio Selection 0 0 0 64 1 1 3 191
Mutual fund shareholders: characteristics, investor knowledge, and sources of information 0 0 2 182 4 4 9 675
On Back-Testing "Zero-Investment" Strategies 0 0 0 220 1 1 1 1,017
On Regulatory Responses to the Recent Crisis: An Assessment of the Basel Market Risk Framework and the Volcker Rule 0 0 0 0 0 1 3 4
On the Estimation and Stability of Beta 0 0 2 181 0 2 6 356
Portfolio selection with a drawdown constraint 0 0 1 179 1 1 3 400
Portfolio selection with mental accounts and delegation 1 1 1 74 3 4 6 293
Portfolio selection with mental accounts and estimation risk 0 0 0 28 3 3 6 138
Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion 0 0 0 16 2 2 2 62
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 0 0 99 1 1 11 313
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 1 4 283
Short Selling on the New York Stock Exchange and the Effects of the Uptick Rule 0 0 2 94 2 2 6 390
Short selling and the pricing of closed-end funds 0 0 0 20 1 2 5 92
Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing 0 0 0 165 0 2 6 430
The Derivation of Efficient Sets 0 0 0 13 1 1 2 149
The Pricing of Exchange Traded Funds and the Roles of Primary and Secondary Market Participants 0 0 7 20 0 0 7 45
The determinants of trading volume of high-yield corporate bonds 0 0 2 400 1 2 8 962
The effect of price tests on trader behavior and market quality: An analysis of Reg SHO 0 0 0 122 1 1 4 324
The puzzling behavior of short sellers around earnings announcements 0 0 0 3 0 1 2 50
Timing Decisions and the Behavior of Mutual Fund Systematic Risk 0 0 0 15 1 2 2 66
Using linear and goal programming to immunize bond portfolios 0 0 1 63 1 1 5 169
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 1 1 2 123
Total Journal Articles 3 5 40 5,427 50 80 237 16,521

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 0 1 1 1 1 3
Total Chapters 0 0 0 1 1 1 1 3

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Statistics updated 2025-10-06