Access Statistics for Alexandre M. Baptista

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 1 2 288
Total Working Papers 0 0 0 124 1 1 2 288

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 1 3 183 2 8 17 432
A comparison of the original and revised Basel market risk frameworks for regulating bank capital 0 1 2 114 0 2 6 313
Active portfolio management with benchmarking: A frontier based on alpha 0 0 2 122 0 0 7 360
Active portfolio management with benchmarking: Adding a value-at-risk constraint 0 0 1 197 0 0 3 545
Bank Capital Regulation of Trading Portfolios: An Assessment of the Basel Framework 0 0 1 9 2 2 5 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 4 224
Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach 1 1 1 260 2 3 8 478
Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis 0 0 11 940 3 6 31 1,822
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 1 73 0 0 1 221
OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS 0 0 0 47 0 0 1 80
On the Non-Existence of Redundant Options 0 0 0 106 0 0 0 191
Optimal delegated portfolio management with background risk 0 0 0 180 0 1 6 361
Portfolio selection with a drawdown constraint 0 0 0 178 1 1 2 398
Portfolio selection with mental accounts and background risk 0 0 0 65 1 1 6 217
Portfolio selection with mental accounts and delegation 0 0 1 73 1 2 3 289
Portfolio selection with mental accounts and estimation risk 0 0 3 28 1 2 8 134
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 2 2 2 304
Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule 0 0 0 8 0 1 5 43
Spanning with American options 0 0 0 110 1 1 1 197
Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing 0 0 0 165 0 2 6 428
When more is less: Using multiple constraints to reduce tail risk 0 0 0 28 1 1 2 122
Total Journal Articles 2 3 26 3,043 17 35 124 7,266

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Statistics updated 2025-03-03