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 4 13 301
Margin regulation and market quality: a microstructure analysis 0 0 0 0 1 23 25 55
Total Working Papers 0 0 0 124 2 27 38 356

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 1 1 3 186 2 8 15 447
A Reevaluation of Alternative Portfolio Selection Models Applied to Common Stocks 0 0 0 15 1 3 4 53
A comparison of the original and revised Basel market risk frameworks for regulating bank capital 0 0 0 114 0 3 9 322
A graphical note on European put thetas 0 0 0 2 0 1 3 18
Active portfolio management with benchmarking: A frontier based on alpha 0 0 2 124 0 8 17 377
Active portfolio management with benchmarking: Adding a value-at-risk constraint 0 0 0 197 4 10 18 563
An Algorithm for Deriving the Capital Market Line 0 0 0 6 0 5 6 55
An algorithmic approach to deriving the minimum-variance zero-beta portfolio 0 0 0 103 0 4 10 354
An analysis of trade-size clustering and its relation to stealth trading 0 0 3 186 0 4 14 493
Applying the Market Model to Long-Term Corporate Bonds 0 0 0 13 1 4 4 73
Asset Pricing and Dual Listing on Foreign Capital Markets: A Note 0 0 0 362 0 2 7 918
Bank Capital Regulation of Trading Portfolios: An Assessment of the Basel Framework 0 0 0 9 0 5 6 53
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 3 7 231
Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds 0 0 0 98 0 17 23 441
Does mutual fund disclosure at banks matter? Evidence from a survey of investors1 0 0 0 42 0 5 10 165
Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach 1 1 2 262 1 11 19 497
Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis 1 2 7 947 3 9 22 1,844
From Markowitz to modern risk management 0 1 4 182 0 6 12 460
Guest Editorial 0 0 0 3 1 2 3 49
Implications of a Reduction in Tick Size on Short-Sell Order Execution 0 0 0 29 0 1 2 168
International Listings and Stock Returns: Some Empirical Evidence 0 0 0 94 6 10 15 427
Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs 0 0 3 89 2 4 15 251
Investor self-selection: evidence from a mutual fund survey 0 0 0 2 0 2 5 271
Margin regulation and market quality: a microstructure analysis 0 0 0 68 0 4 9 260
Market Timing Strategies in Convertible Debt Financing 0 0 0 59 0 2 7 232
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 0 73 0 3 4 225
Mixed Security Testing of Alternative Portfolio Selection Models 0 0 0 4 0 3 5 43
More on Beta as a Random Coefficient 0 0 0 34 0 17 19 109
More on Estimation Risk and Simple Rules for Optimal Portfolio Selection 0 0 0 64 0 1 6 195
Mutual fund shareholders: characteristics, investor knowledge, and sources of information 0 0 2 182 1 6 18 685
On Back-Testing "Zero-Investment" Strategies 0 0 0 220 1 6 9 1,025
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 5 7
On the Estimation and Stability of Beta 0 0 1 182 0 4 9 363
Portfolio selection with a drawdown constraint 1 2 3 181 2 7 12 410
Portfolio selection with mental accounts and delegation 0 0 1 74 0 5 12 301
Portfolio selection with mental accounts and estimation risk 0 0 0 28 0 9 17 151
Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion 0 0 0 16 0 3 7 67
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 0 0 99 1 4 14 318
Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule 0 0 0 8 0 3 4 47
Short Selling and Efficient Sets 0 0 0 99 0 3 8 289
Short Selling on the New York Stock Exchange and the Effects of the Uptick Rule 0 0 0 94 0 8 12 400
Short selling and the pricing of closed-end funds 0 0 0 20 0 3 9 98
Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing 0 0 0 165 2 8 15 443
The Derivation of Efficient Sets 0 0 0 13 2 2 4 151
The Pricing of Exchange Traded Funds and the Roles of Primary and Secondary Market Participants 0 0 5 21 0 4 9 50
The determinants of trading volume of high-yield corporate bonds 0 1 1 401 0 8 14 973
The effect of price tests on trader behavior and market quality: An analysis of Reg SHO 0 0 0 122 0 2 5 327
The puzzling behavior of short sellers around earnings announcements 0 0 0 3 3 6 17 66
Timing Decisions and the Behavior of Mutual Fund Systematic Risk 0 0 0 15 0 4 9 73
Using linear and goal programming to immunize bond portfolios 0 0 1 63 0 3 7 174
What Does Nasdaq's High Yield Bond Market Reveal about Bondholder-Shareholder Conflict? 0 0 0 0 0 5 9 768
When more is less: Using multiple constraints to reduce tail risk 0 0 0 28 0 5 9 131
Total Journal Articles 4 8 38 5,443 33 267 530 16,911

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 3 4 6
Total Chapters 0 0 0 1 0 3 4 6

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Statistics updated 2026-03-04