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 3 11 298
Margin regulation and market quality: a microstructure analysis 0 0 0 0 17 18 19 49
Total Working Papers 0 0 0 124 18 21 30 347

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 2 3 185 2 6 12 441
A Reevaluation of Alternative Portfolio Selection Models Applied to Common Stocks 0 0 0 15 2 3 3 52
A comparison of the original and revised Basel market risk frameworks for regulating bank capital 0 0 0 114 1 4 7 320
A graphical note on European put thetas 0 0 0 2 0 2 2 17
Active portfolio management with benchmarking: A frontier based on alpha 0 0 2 124 4 7 13 373
Active portfolio management with benchmarking: Adding a value-at-risk constraint 0 0 0 197 2 4 10 555
An Algorithm for Deriving the Capital Market Line 0 0 0 6 1 1 3 51
An algorithmic approach to deriving the minimum-variance zero-beta portfolio 0 0 0 103 2 4 8 352
An analysis of trade-size clustering and its relation to stealth trading 0 0 4 186 4 8 16 493
Applying the Market Model to Long-Term Corporate Bonds 0 0 0 13 1 1 1 70
Asset Pricing and Dual Listing on Foreign Capital Markets: A Note 0 0 0 362 1 5 7 917
Bank Capital Regulation of Trading Portfolios: An Assessment of the Basel Framework 0 0 0 9 1 2 4 49
Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books 0 0 0 42 1 3 5 229
Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds 0 0 0 98 4 7 11 428
Does mutual fund disclosure at banks matter? Evidence from a survey of investors1 0 0 0 42 1 4 7 161
Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach 0 0 2 261 1 3 12 487
Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis 1 2 6 946 4 6 21 1,839
From Markowitz to modern risk management 0 3 3 181 2 6 8 456
Guest Editorial 0 0 0 3 0 0 1 47
Implications of a Reduction in Tick Size on Short-Sell Order Execution 0 0 0 29 1 2 2 168
International Listings and Stock Returns: Some Empirical Evidence 0 0 0 94 0 3 5 417
Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs 0 0 4 89 0 3 13 247
Investor self-selection: evidence from a mutual fund survey 0 0 0 2 1 2 6 270
Margin regulation and market quality: a microstructure analysis 0 0 0 68 2 2 7 258
Market Timing Strategies in Convertible Debt Financing 0 0 0 59 1 5 6 231
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 0 73 1 1 2 223
Mixed Security Testing of Alternative Portfolio Selection Models 0 0 0 4 1 2 3 41
More on Beta as a Random Coefficient 0 0 0 34 10 11 12 102
More on Estimation Risk and Simple Rules for Optimal Portfolio Selection 0 0 0 64 1 4 7 195
Mutual fund shareholders: characteristics, investor knowledge, and sources of information 0 0 2 182 2 6 14 681
On Back-Testing "Zero-Investment" Strategies 0 0 0 220 3 5 6 1,022
On Regulatory Responses to the Recent Crisis: An Assessment of the Basel Market Risk Framework and the Volcker Rule 0 0 0 0 0 1 3 5
On the Estimation and Stability of Beta 0 1 2 182 3 6 10 362
Portfolio selection with a drawdown constraint 1 1 2 180 3 6 9 406
Portfolio selection with mental accounts and delegation 0 0 1 74 1 4 9 297
Portfolio selection with mental accounts and estimation risk 0 0 0 28 2 6 11 144
Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion 0 0 0 16 1 3 5 65
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 0 0 99 1 2 13 315
Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule 0 0 0 8 1 2 2 45
Short Selling and Efficient Sets 0 0 0 99 2 5 9 288
Short Selling on the New York Stock Exchange and the Effects of the Uptick Rule 0 0 0 94 4 6 9 396
Short selling and the pricing of closed-end funds 0 0 0 20 1 4 7 96
Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing 0 0 0 165 2 7 11 437
The Derivation of Efficient Sets 0 0 0 13 0 0 2 149
The Pricing of Exchange Traded Funds and the Roles of Primary and Secondary Market Participants 0 1 5 21 2 3 7 48
The determinants of trading volume of high-yield corporate bonds 1 1 3 401 5 8 13 970
The effect of price tests on trader behavior and market quality: An analysis of Reg SHO 0 0 0 122 0 1 5 325
The puzzling behavior of short sellers around earnings announcements 0 0 0 3 1 11 13 61
Timing Decisions and the Behavior of Mutual Fund Systematic Risk 0 0 0 15 1 4 6 70
Using linear and goal programming to immunize bond portfolios 0 0 1 63 1 3 6 172
What Does Nasdaq's High Yield Bond Market Reveal about Bondholder-Shareholder Conflict? 0 0 0 0 1 5 6 764
When more is less: Using multiple constraints to reduce tail risk 0 0 0 28 1 4 6 127
Total Journal Articles 3 11 40 5,438 90 213 396 16,734

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

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Statistics updated 2026-01-09