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 0 1 15 306
Margin regulation and market quality: a microstructure analysis 0 0 0 0 0 0 25 55
Total Working Papers 0 0 0 124 0 1 40 361

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 0 5 188 2 4 27 462
A Reevaluation of Alternative Portfolio Selection Models Applied to Common Stocks 0 0 0 15 0 0 5 54
A comparison of the original and revised Basel market risk frameworks for regulating bank capital 0 0 0 114 1 3 13 328
A graphical note on European put thetas 0 0 0 2 0 0 4 19
Active portfolio management with benchmarking: A frontier based on alpha 0 0 1 124 3 4 25 389
Active portfolio management with benchmarking: Adding a value-at-risk constraint 0 0 0 197 2 6 26 576
An Algorithm for Deriving the Capital Market Line 0 0 0 6 1 1 7 56
An algorithmic approach to deriving the minimum-variance zero-beta portfolio 0 0 0 103 0 2 11 356
An analysis of trade-size clustering and its relation to stealth trading 0 0 0 186 1 2 14 498
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 0 10 921
Bank Capital Regulation of Trading Portfolios: An Assessment of the Basel Framework 0 0 0 9 0 0 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 2 3 13 237
Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds 0 0 0 98 0 0 25 445
Does mutual fund disclosure at banks matter? Evidence from a survey of investors1 0 0 0 42 0 1 11 167
Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach 0 0 1 262 0 0 17 500
Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis 0 0 4 947 1 4 20 1,850
From Markowitz to modern risk management 0 0 4 182 0 2 15 465
Guest Editorial 0 0 0 3 0 2 6 52
Implications of a Reduction in Tick Size on Short-Sell Order Execution 0 0 0 29 0 0 6 172
International Listings and Stock Returns: Some Empirical Evidence 0 0 1 95 1 1 16 429
Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs 0 0 0 89 0 1 10 253
Investor self-selection: evidence from a mutual fund survey 0 0 0 2 0 0 3 271
Margin regulation and market quality: a microstructure analysis 0 0 1 69 0 1 8 263
Market Timing Strategies in Convertible Debt Financing 0 0 0 59 0 2 9 235
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 0 73 0 1 9 230
Mixed Security Testing of Alternative Portfolio Selection Models 0 0 0 4 0 1 9 47
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 0 7 197
Mutual fund shareholders: characteristics, investor knowledge, and sources of information 0 0 0 182 1 1 15 686
On Back-Testing "Zero-Investment" Strategies 0 0 0 220 0 1 11 1,027
On Regulatory Responses to the Recent Crisis: An Assessment of the Basel Market Risk Framework and the Volcker Rule 0 0 0 0 0 0 5 9
On the Estimation and Stability of Beta 0 0 1 182 0 1 11 367
Portfolio selection with a drawdown constraint 0 0 3 182 1 4 17 416
Portfolio selection with mental accounts and delegation 0 1 2 75 0 1 15 305
Portfolio selection with mental accounts and estimation risk 0 0 0 28 0 1 23 158
Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion 0 0 0 16 0 0 11 71
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 0 0 99 0 1 8 320
Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule 1 1 1 9 1 2 14 57
Short Selling and Efficient Sets 0 0 0 99 0 1 7 290
Short Selling on the New York Stock Exchange and the Effects of the Uptick Rule 1 1 1 95 2 4 20 408
Short selling and the pricing of closed-end funds 0 0 0 20 2 4 12 103
Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing 0 0 0 165 0 1 22 452
The Derivation of Efficient Sets 0 0 0 13 0 1 5 153
The Pricing of Exchange Traded Funds and the Roles of Primary and Secondary Market Participants 0 0 1 21 0 1 8 53
The determinants of trading volume of high-yield corporate bonds 0 0 1 401 2 4 20 981
The effect of price tests on trader behavior and market quality: An analysis of Reg SHO 0 0 0 122 0 0 7 330
The puzzling behavior of short sellers around earnings announcements 0 0 0 3 1 4 34 84
Timing Decisions and the Behavior of Mutual Fund Systematic Risk 0 0 0 15 0 0 9 74
Using linear and goal programming to immunize bond portfolios 0 0 0 63 0 0 8 176
What Does Nasdaq's High Yield Bond Market Reveal about Bondholder-Shareholder Conflict? 0 0 0 0 0 1 12 771
When more is less: Using multiple constraints to reduce tail risk 0 0 0 28 0 0 17 139
Total Journal Articles 2 3 28 5,452 24 74 670 17,141

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 8 10
Total Chapters 0 0 0 1 0 0 8 10

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Statistics updated 2026-09-10