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 2 6 10 297
Margin regulation and market quality: a microstructure analysis 0 0 0 0 1 2 2 32
Total Working Papers 0 0 0 124 3 8 12 329

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 2 2 3 185 4 4 15 439
A Reevaluation of Alternative Portfolio Selection Models Applied to Common Stocks 0 0 0 15 1 1 1 50
A comparison of the original and revised Basel market risk frameworks for regulating bank capital 0 0 1 114 0 4 8 319
A graphical note on European put thetas 0 0 1 2 0 2 3 17
Active portfolio management with benchmarking: A frontier based on alpha 0 1 2 124 1 5 9 369
Active portfolio management with benchmarking: Adding a value-at-risk constraint 0 0 0 197 1 3 8 553
An Algorithm for Deriving the Capital Market Line 0 0 0 6 0 1 2 50
An algorithmic approach to deriving the minimum-variance zero-beta portfolio 0 0 0 103 2 5 6 350
An analysis of trade-size clustering and its relation to stealth trading 0 0 4 186 3 5 12 489
Applying the Market Model to Long-Term Corporate Bonds 0 0 0 13 0 0 0 69
Asset Pricing and Dual Listing on Foreign Capital Markets: A Note 0 0 0 362 2 5 6 916
Bank Capital Regulation of Trading Portfolios: An Assessment of the Basel Framework 0 0 0 9 0 1 3 48
Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books 0 0 0 42 2 4 4 228
Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds 0 0 0 98 3 4 7 424
Does mutual fund disclosure at banks matter? Evidence from a survey of investors1 0 0 0 42 3 4 6 160
Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach 0 0 2 261 1 3 11 486
Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis 1 2 5 945 1 5 19 1,835
From Markowitz to modern risk management 2 3 3 181 3 4 6 454
Guest Editorial 0 0 0 3 0 1 1 47
Implications of a Reduction in Tick Size on Short-Sell Order Execution 0 0 0 29 1 1 1 167
International Listings and Stock Returns: Some Empirical Evidence 0 0 0 94 3 4 5 417
Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs 0 0 4 89 1 4 13 247
Investor self-selection: evidence from a mutual fund survey 0 0 0 2 1 1 5 269
Margin regulation and market quality: a microstructure analysis 0 0 0 68 0 1 5 256
Market Timing Strategies in Convertible Debt Financing 0 0 0 59 2 4 5 230
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 0 73 0 1 1 222
Mixed Security Testing of Alternative Portfolio Selection Models 0 0 0 4 1 2 2 40
More on Beta as a Random Coefficient 0 0 0 34 1 2 2 92
More on Estimation Risk and Simple Rules for Optimal Portfolio Selection 0 0 0 64 3 4 6 194
Mutual fund shareholders: characteristics, investor knowledge, and sources of information 0 0 2 182 2 8 12 679
On Back-Testing "Zero-Investment" Strategies 0 0 0 220 1 3 3 1,019
On Regulatory Responses to the Recent Crisis: An Assessment of the Basel Market Risk Framework and the Volcker Rule 0 0 0 0 1 1 3 5
On the Estimation and Stability of Beta 0 1 2 182 0 3 7 359
Portfolio selection with a drawdown constraint 0 0 1 179 3 4 6 403
Portfolio selection with mental accounts and delegation 0 1 1 74 1 6 9 296
Portfolio selection with mental accounts and estimation risk 0 0 0 28 2 7 10 142
Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion 0 0 0 16 1 4 4 64
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 0 0 99 0 2 12 314
Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule 0 0 0 8 1 1 2 44
Short Selling and Efficient Sets 0 0 0 99 3 3 7 286
Short Selling on the New York Stock Exchange and the Effects of the Uptick Rule 0 0 0 94 1 4 6 392
Short selling and the pricing of closed-end funds 0 0 0 20 1 4 6 95
Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing 0 0 0 165 4 5 9 435
The Derivation of Efficient Sets 0 0 0 13 0 1 2 149
The Pricing of Exchange Traded Funds and the Roles of Primary and Secondary Market Participants 0 1 7 21 0 1 7 46
The determinants of trading volume of high-yield corporate bonds 0 0 2 400 2 4 10 965
The effect of price tests on trader behavior and market quality: An analysis of Reg SHO 0 0 0 122 1 2 5 325
The puzzling behavior of short sellers around earnings announcements 0 0 0 3 2 10 12 60
Timing Decisions and the Behavior of Mutual Fund Systematic Risk 0 0 0 15 2 4 5 69
Using linear and goal programming to immunize bond portfolios 0 0 1 63 1 3 6 171
What Does Nasdaq's High Yield Bond Market Reveal about Bondholder-Shareholder Conflict? 0 0 0 0 2 4 5 763
When more is less: Using multiple constraints to reduce tail risk 0 0 0 28 3 4 5 126
Total Journal Articles 5 11 41 5,435 74 173 325 16,644

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 1 1 3
Total Chapters 0 0 0 1 0 1 1 3

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Statistics updated 2025-12-06