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 3 4 16 304
Margin regulation and market quality: a microstructure analysis 0 0 0 0 0 1 25 55
Total Working Papers 0 0 0 124 3 5 41 359

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 4 187 1 7 20 452
A Reevaluation of Alternative Portfolio Selection Models Applied to Common Stocks 0 0 0 15 0 1 4 53
A comparison of the original and revised Basel market risk frameworks for regulating bank capital 0 0 0 114 2 3 12 325
A graphical note on European put thetas 0 0 0 2 1 1 4 19
Active portfolio management with benchmarking: A frontier based on alpha 0 0 2 124 3 4 21 381
Active portfolio management with benchmarking: Adding a value-at-risk constraint 0 0 0 197 3 8 20 567
An Algorithm for Deriving the Capital Market Line 0 0 0 6 0 0 6 55
An algorithmic approach to deriving the minimum-variance zero-beta portfolio 0 0 0 103 0 0 9 354
An analysis of trade-size clustering and its relation to stealth trading 0 0 2 186 1 1 14 494
Applying the Market Model to Long-Term Corporate Bonds 0 0 0 13 0 2 5 74
Asset Pricing and Dual Listing on Foreign Capital Markets: A Note 0 0 0 362 2 2 9 920
Bank Capital Regulation of Trading Portfolios: An Assessment of the Basel Framework 0 0 0 9 0 1 7 54
Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books 0 1 1 43 0 3 10 234
Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds 0 0 0 98 1 1 23 442
Does mutual fund disclosure at banks matter? Evidence from a survey of investors1 0 0 0 42 1 1 10 166
Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach 0 1 2 262 2 4 19 500
Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis 0 1 6 947 0 5 22 1,846
From Markowitz to modern risk management 0 0 4 182 2 3 15 463
Guest Editorial 0 0 0 3 1 2 4 50
Implications of a Reduction in Tick Size on Short-Sell Order Execution 0 0 0 29 3 3 5 171
International Listings and Stock Returns: Some Empirical Evidence 0 0 0 94 0 6 15 427
Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs 0 0 1 89 1 3 13 252
Investor self-selection: evidence from a mutual fund survey 0 0 0 2 0 0 5 271
Margin regulation and market quality: a microstructure analysis 0 0 0 68 0 1 9 261
Market Timing Strategies in Convertible Debt Financing 0 0 0 59 1 1 8 233
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 0 73 4 4 8 229
Mixed Security Testing of Alternative Portfolio Selection Models 0 0 0 4 3 3 8 46
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 2 2 7 197
Mutual fund shareholders: characteristics, investor knowledge, and sources of information 0 0 1 182 0 1 17 685
On Back-Testing "Zero-Investment" Strategies 0 0 0 220 1 2 10 1,026
On Regulatory Responses to the Recent Crisis: An Assessment of the Basel Market Risk Framework and the Volcker Rule 0 0 0 0 2 2 7 9
On the Estimation and Stability of Beta 0 0 1 182 1 2 11 365
Portfolio selection with a drawdown constraint 0 1 3 181 0 3 13 411
Portfolio selection with mental accounts and delegation 0 0 1 74 2 3 15 304
Portfolio selection with mental accounts and estimation risk 0 0 0 28 2 6 22 157
Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion 0 0 0 16 2 2 9 69
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 0 0 99 1 2 7 319
Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule 0 0 0 8 4 7 11 54
Short Selling and Efficient Sets 0 0 0 99 0 0 7 289
Short Selling on the New York Stock Exchange and the Effects of the Uptick Rule 0 0 0 94 2 4 16 404
Short selling and the pricing of closed-end funds 0 0 0 20 0 1 10 99
Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing 0 0 0 165 3 8 21 449
The Derivation of Efficient Sets 0 0 0 13 1 3 5 152
The Pricing of Exchange Traded Funds and the Roles of Primary and Secondary Market Participants 0 0 2 21 2 2 8 52
The determinants of trading volume of high-yield corporate bonds 0 0 1 401 2 3 16 976
The effect of price tests on trader behavior and market quality: An analysis of Reg SHO 0 0 0 122 1 3 7 330
The puzzling behavior of short sellers around earnings announcements 0 0 0 3 7 17 31 80
Timing Decisions and the Behavior of Mutual Fund Systematic Risk 0 0 0 15 1 1 10 74
Using linear and goal programming to immunize bond portfolios 0 0 0 63 2 2 8 176
What Does Nasdaq's High Yield Bond Market Reveal about Bondholder-Shareholder Conflict? 0 0 0 0 1 2 11 770
When more is less: Using multiple constraints to reduce tail risk 0 0 0 28 6 7 16 138
Total Journal Articles 0 6 31 5,445 77 155 619 17,033

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 2 2 6 8
Total Chapters 0 0 0 1 2 2 6 8

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Statistics updated 2026-05-06