Access Statistics for Gordon J. Alexander

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Reevaluation of Alternative Portfolio Selection Models Applied to Common Stocks 0 0 1 1 1 1 2 2
Active portfolio management with benchmarking: Adding a value-at-risk constraint 4 9 50 64 8 21 136 178
An algorithmic approach to deriving the minimum-variance zero-beta portfolio 1 1 13 77 5 8 44 234
An analysis of trade-size clustering and its relation to stealth trading 0 3 21 53 2 12 57 156
Applying the Market Model to Long-Term Corporate Bonds 0 1 4 4 1 2 7 7
Asset Pricing and Dual Listing on Foreign Capital Markets: A Note 2 12 76 236 7 19 159 553
Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds 1 1 7 47 2 4 21 147
Does mutual fund disclosure at banks matter? Evidence from a survey of investors1 1 2 9 28 4 11 25 103
Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach 2 6 31 104 3 10 49 186
Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis 6 22 99 440 10 30 133 753
From Markowitz to modern risk management 5 15 15 15 22 44 44 44
Guest Editorial 0 1 1 1 0 1 1 18
Implications of a Reduction in Tick Size on Short-Sell Order Execution 0 0 6 27 1 2 14 125
International Listings and Stock Returns: Some Empirical Evidence 2 4 10 10 4 7 15 15
Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs 0 1 11 29 1 3 26 90
Investor self-selection: evidence from a mutual fund survey 0 0 0 0 6 11 42 119
Margin regulation and market quality: a microstructure analysis 1 2 3 53 2 5 11 143
Market Timing Strategies in Convertible Debt Financing 0 1 7 43 1 3 17 145
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 1 3 13 37 3 8 36 118
More on Beta as a Random Coefficient 1 1 5 5 3 3 9 9
More on Estimation Risk and Simple Rules for Optimal Portfolio Selection 0 0 3 33 2 5 15 102
Mutual fund shareholders: characteristics, investor knowledge, and sources of information 2 3 18 85 6 14 68 290
On Back-Testing "Zero-Investment" Strategies 0 3 17 187 4 19 88 852
On the Estimation and Stability of Beta 2 7 12 12 4 10 18 18
Portfolio selection with a drawdown constraint 4 7 23 94 8 13 46 185
Reducing estimation risk in optimal portfolio selection when short sales are allowed 6 14 16 16 14 34 37 37
Short Selling and Efficient Sets 2 4 20 51 3 6 36 127
Short Selling on the New York Stock Exchange and the Effects of the Uptick Rule 2 2 12 55 3 7 45 256
Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing 3 11 41 41 9 24 85 85
The determinants of trading volume of high-yield corporate bonds 4 8 29 172 8 13 64 370
The effect of price tests on trader behavior and market quality: An analysis of Reg SHO 0 1 19 38 3 9 41 93
Timing Decisions and the Behavior of Mutual Fund Systematic Risk 0 1 2 2 1 2 4 4
Using linear and goal programming to immunize bond portfolios 0 1 10 28 3 6 23 68
What Does Nasdaq's High Yield Bond Market Reveal about Bondholder-Shareholder Conflict? 0 0 0 0 8 27 165 482
Total Journal Articles 52 147 604 2,088 162 394 1,583 6,114

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Statistics updated 2009-11-04