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 4 13 301
Total Working Papers 0 0 0 124 1 4 13 301

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 3 186 2 8 15 447
A comparison of the original and revised Basel market risk frameworks for regulating bank capital 0 0 0 114 0 3 9 322
Active portfolio management with benchmarking: A frontier based on alpha 0 0 2 124 0 8 17 377
Active portfolio management with benchmarking: Adding a value-at-risk constraint 0 0 0 197 4 10 18 563
Bank Capital Regulation of Trading Portfolios: An Assessment of the Basel Framework 0 0 0 9 0 5 6 53
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 3 7 231
Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach 1 1 2 262 1 11 19 497
Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis 1 2 7 947 3 9 22 1,844
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 0 73 0 3 4 225
OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS 0 0 0 47 0 5 8 88
On Regulatory Responses to the Recent Crisis: An Assessment of the Basel Market Risk Framework and the Volcker Rule 0 0 0 0 0 2 5 7
On the Non-Existence of Redundant Options 0 0 0 106 0 6 9 200
Optimal delegated portfolio management with background risk 0 1 1 181 0 1 2 363
Portfolio selection with a drawdown constraint 1 2 3 181 2 7 12 410
Portfolio selection with mental accounts and background risk 0 0 0 65 1 6 10 227
Portfolio selection with mental accounts and delegation 0 0 1 74 0 5 12 301
Portfolio selection with mental accounts and estimation risk 0 0 0 28 0 9 17 151
Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion 0 0 0 16 0 3 7 67
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 0 0 99 1 4 14 318
Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule 0 0 0 8 0 3 4 47
Spanning with American options 0 0 0 110 0 2 3 200
Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing 0 0 0 165 2 8 15 443
When more is less: Using multiple constraints to reduce tail risk 0 0 0 28 0 5 9 131
Total Journal Articles 4 7 19 3,062 16 126 244 7,512

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Statistics updated 2026-03-04