Access Statistics for Alexandre M. Baptista

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 2 120 0 4 12 266
Total Working Papers 0 1 2 120 0 4 12 266


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 1 2 150 2 6 19 344
A comparison of the original and revised Basel market risk frameworks for regulating bank capital 0 0 1 103 0 4 10 278
Active portfolio management with benchmarking: A frontier based on alpha 0 0 3 115 0 0 11 330
Active portfolio management with benchmarking: Adding a value-at-risk constraint 0 0 1 187 5 6 15 494
Bank Capital Regulation of Trading Portfolios: An Assessment of the Basel Framework 0 0 2 4 1 1 6 26
Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books 0 0 2 40 0 4 13 200
Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach 0 0 0 247 1 4 7 450
Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis 0 1 13 848 5 16 54 1,626
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 0 70 0 1 7 214
OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS 0 0 0 46 0 0 1 72
On the Non-Existence of Redundant Options 0 0 0 106 0 1 3 189
Optimal delegated portfolio management with background risk 0 0 2 169 1 5 28 325
Portfolio selection with a drawdown constraint 0 0 1 166 1 3 8 361
Portfolio selection with mental accounts and background risk 0 0 0 59 0 1 5 189
Portfolio selection with mental accounts and delegation 0 0 2 67 2 4 12 266
Portfolio selection with mental accounts and estimation risk 0 1 2 23 2 4 25 89
Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion 0 0 2 2 2 5 20 20
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 0 0 99 0 0 0 299
Spanning with American options 0 0 0 109 1 2 6 193
Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing 0 0 1 160 0 2 13 390
When more is less: Using multiple constraints to reduce tail risk 0 0 0 27 0 1 8 107
Total Journal Articles 0 3 34 2,797 23 70 271 6,462


Statistics updated 2020-09-04