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 2 5 291
Total Working Papers 0 0 0 124 1 2 5 291

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 0 3 183 1 2 17 435
A comparison of the original and revised Basel market risk frameworks for regulating bank capital 0 0 1 114 0 1 5 315
Active portfolio management with benchmarking: A frontier based on alpha 0 0 1 123 2 2 6 364
Active portfolio management with benchmarking: Adding a value-at-risk constraint 0 0 0 197 1 3 6 550
Bank Capital Regulation of Trading Portfolios: An Assessment of the Basel Framework 0 0 0 9 0 0 3 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 2 224
Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach 0 1 2 261 0 1 8 483
Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis 1 1 8 943 3 4 25 1,830
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 0 73 0 0 0 221
OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS 0 0 0 47 0 0 0 80
On the Non-Existence of Redundant Options 0 0 0 106 1 1 1 192
Optimal delegated portfolio management with background risk 0 0 0 180 0 0 2 361
Portfolio selection with a drawdown constraint 0 0 1 179 0 0 2 399
Portfolio selection with mental accounts and background risk 0 0 0 65 0 2 6 219
Portfolio selection with mental accounts and delegation 0 0 0 73 1 1 3 290
Portfolio selection with mental accounts and estimation risk 0 0 0 28 0 0 4 135
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 0 0 10 312
Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule 0 0 0 8 0 0 1 43
Spanning with American options 0 0 0 110 0 0 1 197
Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing 0 0 0 165 1 2 6 430
When more is less: Using multiple constraints to reduce tail risk 0 0 0 28 0 0 1 122
Total Journal Articles 1 2 16 3,049 10 19 109 7,309

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Statistics updated 2025-09-05