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 0 0 124 1 3 11 298
Total Working Papers 0 0 0 124 1 3 11 298

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 3 185 2 6 12 441
A comparison of the original and revised Basel market risk frameworks for regulating bank capital 0 0 0 114 1 4 7 320
Active portfolio management with benchmarking: A frontier based on alpha 0 0 2 124 4 7 13 373
Active portfolio management with benchmarking: Adding a value-at-risk constraint 0 0 0 197 2 4 10 555
Bank Capital Regulation of Trading Portfolios: An Assessment of the Basel Framework 0 0 0 9 1 2 4 49
Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books 0 0 0 42 1 3 5 229
Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach 0 0 2 261 1 3 12 487
Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis 1 2 6 946 4 6 21 1,839
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 0 73 1 1 2 223
OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS 0 0 0 47 1 4 4 84
On Regulatory Responses to the Recent Crisis: An Assessment of the Basel Market Risk Framework and the Volcker Rule 0 0 0 0 0 1 3 5
On the Non-Existence of Redundant Options 0 0 0 106 3 5 6 197
Optimal delegated portfolio management with background risk 1 1 1 181 1 1 3 363
Portfolio selection with a drawdown constraint 1 1 2 180 3 6 9 406
Portfolio selection with mental accounts and background risk 0 0 0 65 3 4 8 224
Portfolio selection with mental accounts and delegation 0 0 1 74 1 4 9 297
Portfolio selection with mental accounts and estimation risk 0 0 0 28 2 6 11 144
Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion 0 0 0 16 1 3 5 65
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 0 0 99 1 2 13 315
Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule 0 0 0 8 1 2 2 45
Spanning with American options 0 0 0 110 0 0 2 198
Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing 0 0 0 165 2 7 11 437
When more is less: Using multiple constraints to reduce tail risk 0 0 0 28 1 4 6 127
Total Journal Articles 3 6 17 3,058 37 85 178 7,423

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Statistics updated 2026-01-09