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 1 2 288
Margin regulation and market quality: a microstructure analysis 0 0 0 0 0 0 0 30
Total Working Papers 0 0 0 124 1 1 2 318

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 3 183 2 8 17 432
A Reevaluation of Alternative Portfolio Selection Models Applied to Common Stocks 0 0 0 15 0 0 0 49
A comparison of the original and revised Basel market risk frameworks for regulating bank capital 0 1 2 114 0 2 6 313
A graphical note on European put thetas 0 1 2 2 0 1 2 15
Active portfolio management with benchmarking: A frontier based on alpha 0 0 2 122 0 0 7 360
Active portfolio management with benchmarking: Adding a value-at-risk constraint 0 0 1 197 0 0 3 545
An Algorithm for Deriving the Capital Market Line 0 0 0 6 1 1 1 49
An algorithmic approach to deriving the minimum-variance zero-beta portfolio 0 0 0 103 0 0 0 344
An analysis of trade-size clustering and its relation to stealth trading 1 1 2 183 2 2 6 479
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 3 362 1 1 9 911
Bank Capital Regulation of Trading Portfolios: An Assessment of the Basel Framework 0 0 1 9 2 2 5 47
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 0 4 224
Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds 0 0 1 98 1 1 8 418
Does mutual fund disclosure at banks matter? Evidence from a survey of investors1 0 0 0 42 0 1 1 155
Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach 1 1 1 260 2 3 8 478
Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis 0 0 11 940 3 6 31 1,822
From Markowitz to modern risk management 0 0 0 178 0 0 7 448
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 2 166
International Listings and Stock Returns: Some Empirical Evidence 0 0 1 94 0 0 5 412
Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs 1 1 6 86 2 2 9 236
Investor self-selection: evidence from a mutual fund survey 0 0 0 2 2 2 7 266
Margin regulation and market quality: a microstructure analysis 0 0 0 68 0 0 3 251
Market Timing Strategies in Convertible Debt Financing 0 0 0 59 0 0 0 225
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 1 73 0 0 1 221
Mixed Security Testing of Alternative Portfolio Selection Models 0 0 0 4 0 0 1 38
More on Beta as a Random Coefficient 0 0 2 34 0 0 5 90
More on Estimation Risk and Simple Rules for Optimal Portfolio Selection 0 0 0 64 1 1 1 189
Mutual fund shareholders: characteristics, investor knowledge, and sources of information 0 0 0 180 0 0 3 667
On Back-Testing "Zero-Investment" Strategies 0 0 0 220 0 0 1 1,016
On the Estimation and Stability of Beta 0 1 4 181 1 2 8 354
Portfolio selection with a drawdown constraint 0 0 0 178 1 1 2 398
Portfolio selection with mental accounts and delegation 0 0 1 73 1 2 3 289
Portfolio selection with mental accounts and estimation risk 0 0 3 28 1 2 8 134
Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion 0 0 0 16 0 0 0 60
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 0 0 99 2 2 2 304
Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule 0 0 0 8 0 1 5 43
Short Selling and Efficient Sets 0 0 0 99 1 2 3 281
Short Selling on the New York Stock Exchange and the Effects of the Uptick Rule 0 0 3 94 1 2 5 388
Short selling and the pricing of closed-end funds 0 0 0 20 0 0 2 89
Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing 0 0 0 165 0 2 6 428
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 2 3 16 0 2 4 41
The determinants of trading volume of high-yield corporate bonds 2 2 5 400 2 4 9 959
The effect of price tests on trader behavior and market quality: An analysis of Reg SHO 0 0 2 122 2 2 4 322
The puzzling behavior of short sellers around earnings announcements 0 0 0 3 1 1 1 49
Timing Decisions and the Behavior of Mutual Fund Systematic Risk 0 0 0 15 0 0 0 64
Using linear and goal programming to immunize bond portfolios 0 0 0 62 1 2 3 167
What Does Nasdaq's High Yield Bond Market Reveal about Bondholder-Shareholder Conflict? 0 0 0 0 0 1 7 759
When more is less: Using multiple constraints to reduce tail risk 0 0 0 28 1 1 2 122
Total Journal Articles 6 11 60 5,405 34 62 227 16,379

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 1 1 0 0 2 2
Total Chapters 0 0 1 1 0 0 2 2

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Statistics updated 2025-03-03