Access Statistics for Alexandre M. Baptista
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 | |
| Active portfolio management with benchmarking: Adding a value-at-risk constraint | 1 | 1 | 1 | 1 | 5 | 5 | 5 | 5 |
| Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach | 3 | 8 | 34 | 70 | 7 | 20 | 66 | 123 |
| Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis | 5 | 19 | 76 | 321 | 13 | 34 | 138 | 584 |
| Mean-variance portfolio selection with `at-risk' constraints and discrete distributions | 1 | 5 | 16 | 16 | 9 | 28 | 53 | 53 |
| OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS | 0 | 1 | 6 | 6 | 0 | 2 | 8 | 8 |
| On the Non-Existence of Redundant Options | 0 | 0 | 15 | 27 | 3 | 9 | 28 | 62 |
| Optimal delegated portfolio management with background risk | 4 | 4 | 4 | 4 | 9 | 9 | 9 | 9 |
| Portfolio selection with a drawdown constraint | 1 | 4 | 26 | 66 | 3 | 10 | 52 | 125 |
| Spanning with American options | 0 | 0 | 5 | 54 | 0 | 0 | 8 | 95 |
| Total Journal Articles | 15 | 42 | 183 | 565 | 49 | 117 | 367 | 1,064 |
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