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 1 13 116 2 4 29 243
Margin regulation and market quality: a microstructure analysis 0 0 0 0 0 0 4 12
Total Working Papers 0 1 13 116 2 4 33 255


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 3 9 136 2 7 32 296
A Reevaluation of Alternative Portfolio Selection Models Applied to Common Stocks 0 0 0 12 0 0 0 41
A comparison of the original and revised Basel market risk frameworks for regulating bank capital 0 1 7 99 2 4 16 261
A graphical note on European put thetas 0 0 0 0 0 0 0 5
Active portfolio management with benchmarking: A frontier based on alpha 0 0 6 106 4 6 17 292
Active portfolio management with benchmarking: Adding a value-at-risk constraint 0 0 6 182 1 4 16 470
An Algorithm for Deriving the Capital Market Line 0 0 0 5 0 0 0 39
An algorithmic approach to deriving the minimum-variance zero-beta portfolio 1 1 2 97 2 2 4 324
An analysis of trade-size clustering and its relation to stealth trading 0 0 4 154 0 3 11 415
Applying the Market Model to Long-Term Corporate Bonds 0 0 1 13 0 0 1 56
Asset Pricing and Dual Listing on Foreign Capital Markets: A Note 0 3 4 336 5 10 22 831
Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books 0 1 2 36 3 6 14 172
Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds 1 2 7 87 5 9 27 357
Does mutual fund disclosure at banks matter? Evidence from a survey of investors1 0 0 0 39 1 1 3 140
Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach 0 0 4 240 1 3 11 422
Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis 6 7 20 788 9 15 69 1,468
From Markowitz to modern risk management 0 0 6 168 0 0 7 409
Guest Editorial 0 0 0 3 0 0 0 40
Implications of a Reduction in Tick Size on Short-Sell Order Execution 0 0 0 29 0 0 3 157
International Listings and Stock Returns: Some Empirical Evidence 0 1 2 85 2 4 10 356
Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs 1 1 4 61 1 1 4 176
Investor self-selection: evidence from a mutual fund survey 0 0 0 0 1 1 3 230
Margin regulation and market quality: a microstructure analysis 0 0 2 65 0 0 7 218
Market Timing Strategies in Convertible Debt Financing 0 0 0 56 0 0 1 205
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 0 70 1 1 4 203
Mixed Security Testing of Alternative Portfolio Selection Models 0 0 0 4 0 0 0 35
More on Beta as a Random Coefficient 0 0 1 26 0 0 1 53
More on Estimation Risk and Simple Rules for Optimal Portfolio Selection 0 0 1 60 0 0 1 171
Mutual fund shareholders: characteristics, investor knowledge, and sources of information 0 1 3 140 1 6 22 502
On Back-Testing "Zero-Investment" Strategies 0 0 1 218 0 0 5 997
On the Estimation and Stability of Beta 0 1 2 145 1 2 10 269
Portfolio selection with a drawdown constraint 1 3 5 162 3 8 12 344
Portfolio selection with mental accounts and delegation 0 0 0 63 2 3 5 244
Portfolio selection with mental accounts and estimation risk 1 4 10 10 3 11 29 29
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 0 3 99 0 0 6 299
Short Selling and Efficient Sets 1 2 2 87 1 3 5 247
Short Selling on the New York Stock Exchange and the Effects of the Uptick Rule 0 0 0 83 0 0 2 353
Short selling and the pricing of closed-end funds 1 3 6 6 1 6 15 15
Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing 0 0 1 157 3 4 12 365
The Derivation of Efficient Sets 0 0 1 9 0 0 1 130
The determinants of trading volume of high-yield corporate bonds 1 2 12 342 4 13 47 815
The effect of price tests on trader behavior and market quality: An analysis of Reg SHO 1 1 5 85 1 3 13 226
Timing Decisions and the Behavior of Mutual Fund Systematic Risk 0 1 1 14 0 1 1 56
Using linear and goal programming to immunize bond portfolios 0 1 2 53 1 2 5 139
What Does Nasdaq's High Yield Bond Market Reveal about Bondholder-Shareholder Conflict? 0 0 0 0 0 0 8 698
When more is less: Using multiple constraints to reduce tail risk 0 0 2 26 3 3 9 93
Total Journal Articles 16 39 144 4,656 64 142 491 13,663


Statistics updated 2017-12-03