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 1 124 0 0 2 286
Margin regulation and market quality: a microstructure analysis 0 0 0 0 0 0 0 30
Total Working Papers 0 0 1 124 0 0 2 316

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 0 0 180 0 2 3 418
A Reevaluation of Alternative Portfolio Selection Models Applied to Common Stocks 0 0 1 15 0 0 1 49
A comparison of the original and revised Basel market risk frameworks for regulating bank capital 0 0 1 113 1 2 5 310
A graphical note on European put thetas 0 0 1 1 0 0 1 14
Active portfolio management with benchmarking: A frontier based on alpha 0 0 2 122 2 2 10 358
Active portfolio management with benchmarking: Adding a value-at-risk constraint 0 0 3 197 1 1 5 544
An Algorithm for Deriving the Capital Market Line 0 0 0 6 0 0 0 48
An algorithmic approach to deriving the minimum-variance zero-beta portfolio 0 0 1 103 0 0 2 344
An analysis of trade-size clustering and its relation to stealth trading 0 0 1 182 0 0 2 475
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 4 362 0 0 10 910
Bank Capital Regulation of Trading Portfolios: An Assessment of the Basel Framework 0 0 1 9 0 1 2 44
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 1 3 222
Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds 0 0 1 98 0 3 8 416
Does mutual fund disclosure at banks matter? Evidence from a survey of investors1 0 0 0 42 0 0 1 154
Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach 0 0 0 259 0 1 5 475
Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis 0 3 21 935 1 7 36 1,805
From Markowitz to modern risk management 0 0 1 178 2 3 9 446
Guest Editorial 0 0 0 3 0 0 0 46
Implications of a Reduction in Tick Size on Short-Sell Order Execution 0 0 0 29 0 0 0 164
International Listings and Stock Returns: Some Empirical Evidence 0 0 2 94 0 0 6 410
Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs 0 1 4 84 0 1 6 233
Investor self-selection: evidence from a mutual fund survey 0 0 0 2 2 2 9 262
Margin regulation and market quality: a microstructure analysis 0 0 1 68 0 1 5 250
Market Timing Strategies in Convertible Debt Financing 0 0 1 59 0 0 1 225
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 1 73 0 0 2 221
Mixed Security Testing of Alternative Portfolio Selection Models 0 0 0 4 0 0 0 37
More on Beta as a Random Coefficient 0 1 3 34 0 2 6 90
More on Estimation Risk and Simple Rules for Optimal Portfolio Selection 0 0 0 64 0 0 0 188
Mutual fund shareholders: characteristics, investor knowledge, and sources of information 0 0 0 180 1 2 7 666
On Back-Testing "Zero-Investment" Strategies 0 0 0 220 1 1 1 1,016
On the Estimation and Stability of Beta 0 1 2 178 1 3 9 349
Portfolio selection with a drawdown constraint 0 0 1 178 0 1 5 397
Portfolio selection with mental accounts and delegation 0 0 1 73 0 0 3 287
Portfolio selection with mental accounts and estimation risk 1 1 3 28 1 1 6 131
Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion 0 0 1 16 0 0 3 60
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 0 0 99 0 0 0 302
Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule 0 0 2 8 0 2 8 42
Short Selling and Efficient Sets 0 0 1 99 1 1 2 279
Short Selling on the New York Stock Exchange and the Effects of the Uptick Rule 0 0 1 92 0 0 2 384
Short selling and the pricing of closed-end funds 0 0 2 20 0 0 3 87
Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing 0 0 0 165 0 0 7 424
The Derivation of Efficient Sets 0 0 0 13 0 0 0 147
The Pricing of Exchange Traded Funds and the Roles of Primary and Secondary Market Participants 0 0 4 13 0 1 6 38
The determinants of trading volume of high-yield corporate bonds 1 2 5 398 1 2 7 953
The effect of price tests on trader behavior and market quality: An analysis of Reg SHO 0 1 3 122 0 1 3 320
The puzzling behavior of short sellers around earnings announcements 0 0 0 3 0 0 1 48
Timing Decisions and the Behavior of Mutual Fund Systematic Risk 0 0 0 15 0 0 2 64
Using linear and goal programming to immunize bond portfolios 0 0 0 62 0 0 2 164
What Does Nasdaq's High Yield Bond Market Reveal about Bondholder-Shareholder Conflict? 0 0 0 0 0 3 7 758
When more is less: Using multiple constraints to reduce tail risk 0 0 0 28 0 0 1 121
Total Journal Articles 2 10 76 5,381 15 47 223 16,264

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Statistics updated 2024-09-04