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 3 15 112 0 6 36 230
Margin regulation and market quality: a microstructure analysis 0 0 0 0 1 2 7 12
Total Working Papers 0 3 15 112 1 8 43 242


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 1 2 9 130 1 7 39 280
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 0 2 12 95 0 3 29 249
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 2 3 13 105 2 3 22 281
Active portfolio management with benchmarking: Adding a value-at-risk constraint 0 3 10 181 1 6 23 463
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 0 2 96 0 0 6 321
An analysis of trade-size clustering and its relation to stealth trading 0 2 6 154 1 4 14 410
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 0 1 16 817
Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books 0 0 4 34 1 1 32 161
Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds 1 1 4 84 1 3 16 338
Does mutual fund disclosure at banks matter? Evidence from a survey of investors1 0 0 0 39 1 2 5 139
Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach 0 1 6 239 0 4 14 417
Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis 2 3 21 775 8 25 74 1,438
From Markowitz to modern risk management 2 3 6 167 2 3 11 408
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 1 6 156
International Listings and Stock Returns: Some Empirical Evidence 0 0 2 84 2 4 13 352
Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs 0 2 3 60 0 2 4 175
Investor self-selection: evidence from a mutual fund survey 0 0 0 0 0 2 4 229
Margin regulation and market quality: a microstructure analysis 0 1 2 65 0 4 13 216
Market Timing Strategies in Convertible Debt Financing 0 0 0 56 0 1 5 205
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 0 70 0 1 12 202
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 1 1 1 60 1 1 5 171
Mutual fund shareholders: characteristics, investor knowledge, and sources of information 0 1 1 138 0 6 12 490
On Back-Testing "Zero-Investment" Strategies 0 1 1 218 0 4 8 997
On the Estimation and Stability of Beta 1 1 1 144 1 1 8 264
Portfolio selection with a drawdown constraint 0 0 1 157 1 1 10 333
Portfolio selection with mental accounts and delegation 0 0 2 63 0 1 7 241
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 2 8 244
Short Selling on the New York Stock Exchange and the Effects of the Uptick Rule 0 0 2 83 0 0 10 352
Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing 1 1 5 157 1 4 18 359
The Derivation of Efficient Sets 0 0 0 8 0 0 1 129
The determinants of trading volume of high-yield corporate bonds 3 5 14 338 7 13 43 791
The effect of price tests on trader behavior and market quality: An analysis of Reg SHO 1 2 3 83 4 7 12 221
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 0 1 52 0 1 5 136
What Does Nasdaq's High Yield Bond Market Reveal about Bondholder-Shareholder Conflict? 0 0 0 0 0 2 13 695
When more is less: Using multiple constraints to reduce tail risk 0 0 4 26 1 2 12 89
Total Journal Articles 15 35 145 4,581 37 122 552 13,390


Statistics updated 2017-06-02