Access Statistics for Alexandre M. Baptista

Author contact details at EconPapers.

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Active portfolio management with benchmarking: Adding a value-at-risk constraint	4	9	50	64	8	21	136	178
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
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions	1	3	13	37	3	8	36	118
OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS	0	1	5	12	0	1	8	25
On the Non-Existence of Redundant Options	0	2	12	43	0	4	19	89
Optimal delegated portfolio management with background risk	3	10	41	58	7	14	62	96
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
Spanning with American options	0	1	10	65	0	1	14	114
Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing	3	11	41	41	9	24	85	85
Total Journal Articles	29	86	341	974	62	160	625	1,866

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

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Statistics updated 2009-11-04