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 0 0 124 1 5 17 306
Margin regulation and market quality: a microstructure analysis 0 0 0 0 0 0 25 55
Total Working Papers 0 0 0 124 1 5 42 361

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 0 1 5 188 1 8 26 459
A Reevaluation of Alternative Portfolio Selection Models Applied to Common Stocks 0 0 0 15 0 1 5 54
A comparison of the original and revised Basel market risk frameworks for regulating bank capital 0 0 0 114 1 3 12 326
A graphical note on European put thetas 0 0 0 2 0 1 4 19
Active portfolio management with benchmarking: A frontier based on alpha 0 0 1 124 1 8 24 386
Active portfolio management with benchmarking: Adding a value-at-risk constraint 0 0 0 197 1 7 24 571
An Algorithm for Deriving the Capital Market Line 0 0 0 6 0 0 6 55
An algorithmic approach to deriving the minimum-variance zero-beta portfolio 0 0 0 103 0 0 9 354
An analysis of trade-size clustering and its relation to stealth trading 0 0 0 186 1 4 14 497
Applying the Market Model to Long-Term Corporate Bonds 0 0 0 13 0 0 5 74
Asset Pricing and Dual Listing on Foreign Capital Markets: A Note 0 0 0 362 0 3 10 921
Bank Capital Regulation of Trading Portfolios: An Assessment of the Basel Framework 0 0 0 9 0 2 9 56
Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books 0 0 1 43 1 1 11 235
Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds 0 0 0 98 0 4 25 445
Does mutual fund disclosure at banks matter? Evidence from a survey of investors1 0 0 0 42 1 2 11 167
Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach 0 0 2 262 0 2 18 500
Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis 0 0 5 947 3 3 22 1,849
From Markowitz to modern risk management 0 0 4 182 2 4 16 465
Guest Editorial 0 0 0 3 1 2 5 51
Implications of a Reduction in Tick Size on Short-Sell Order Execution 0 0 0 29 0 4 6 172
International Listings and Stock Returns: Some Empirical Evidence 0 1 1 95 0 1 16 428
Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs 0 0 0 89 0 1 9 252
Investor self-selection: evidence from a mutual fund survey 0 0 0 2 0 0 4 271
Margin regulation and market quality: a microstructure analysis 0 1 1 69 1 2 10 263
Market Timing Strategies in Convertible Debt Financing 0 0 0 59 1 2 9 234
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 0 73 0 4 8 229
Mixed Security Testing of Alternative Portfolio Selection Models 0 0 0 4 0 3 8 46
More on Beta as a Random Coefficient 0 0 0 34 0 0 19 109
More on Estimation Risk and Simple Rules for Optimal Portfolio Selection 0 0 0 64 0 2 7 197
Mutual fund shareholders: characteristics, investor knowledge, and sources of information 0 0 0 182 0 0 14 685
On Back-Testing "Zero-Investment" Strategies 0 0 0 220 0 1 10 1,026
On Regulatory Responses to the Recent Crisis: An Assessment of the Basel Market Risk Framework and the Volcker Rule 0 0 0 0 0 2 6 9
On the Estimation and Stability of Beta 0 0 1 182 1 3 13 367
Portfolio selection with a drawdown constraint 0 1 3 182 1 2 14 413
Portfolio selection with mental accounts and delegation 1 1 2 75 1 3 16 305
Portfolio selection with mental accounts and estimation risk 0 0 0 28 0 2 22 157
Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion 0 0 0 16 0 4 11 71
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 0 0 99 0 1 7 319
Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule 0 0 0 8 0 5 12 55
Short Selling and Efficient Sets 0 0 0 99 1 1 8 290
Short Selling on the New York Stock Exchange and the Effects of the Uptick Rule 0 0 0 94 1 3 17 405
Short selling and the pricing of closed-end funds 0 0 0 20 2 2 11 101
Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing 0 0 0 165 1 6 24 452
The Derivation of Efficient Sets 0 0 0 13 1 2 5 153
The Pricing of Exchange Traded Funds and the Roles of Primary and Secondary Market Participants 0 0 1 21 0 2 7 52
The determinants of trading volume of high-yield corporate bonds 0 0 1 401 2 5 19 979
The effect of price tests on trader behavior and market quality: An analysis of Reg SHO 0 0 0 122 0 1 7 330
The puzzling behavior of short sellers around earnings announcements 0 0 0 3 2 9 33 82
Timing Decisions and the Behavior of Mutual Fund Systematic Risk 0 0 0 15 0 1 10 74
Using linear and goal programming to immunize bond portfolios 0 0 0 63 0 2 8 176
What Does Nasdaq's High Yield Bond Market Reveal about Bondholder-Shareholder Conflict? 0 0 0 0 0 1 11 770
When more is less: Using multiple constraints to reduce tail risk 0 0 0 28 0 7 17 139
Total Journal Articles 1 5 28 5,450 28 139 654 17,095

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Correlation-Based Portfolio Choice Algorithm 0 0 0 1 0 4 8 10
Total Chapters 0 0 0 1 0 4 8 10

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10