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 2 6 10 297
Total Working Papers 0 0 0 124 2 6 10 297

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 2 2 3 185 4 4 15 439
A comparison of the original and revised Basel market risk frameworks for regulating bank capital 0 0 1 114 0 4 8 319
Active portfolio management with benchmarking: A frontier based on alpha 0 1 2 124 1 5 9 369
Active portfolio management with benchmarking: Adding a value-at-risk constraint 0 0 0 197 1 3 8 553
Bank Capital Regulation of Trading Portfolios: An Assessment of the Basel Framework 0 0 0 9 0 1 3 48
Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books 0 0 0 42 2 4 4 228
Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach 0 0 2 261 1 3 11 486
Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis 1 2 5 945 1 5 19 1,835
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 0 73 0 1 1 222
OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS 0 0 0 47 0 3 3 83
On Regulatory Responses to the Recent Crisis: An Assessment of the Basel Market Risk Framework and the Volcker Rule 0 0 0 0 1 1 3 5
On the Non-Existence of Redundant Options 0 0 0 106 0 2 3 194
Optimal delegated portfolio management with background risk 0 0 0 180 0 1 2 362
Portfolio selection with a drawdown constraint 0 0 1 179 3 4 6 403
Portfolio selection with mental accounts and background risk 0 0 0 65 0 2 5 221
Portfolio selection with mental accounts and delegation 0 1 1 74 1 6 9 296
Portfolio selection with mental accounts and estimation risk 0 0 0 28 2 7 10 142
Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion 0 0 0 16 1 4 4 64
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 0 0 99 0 2 12 314
Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule 0 0 0 8 1 1 2 44
Spanning with American options 0 0 0 110 0 1 2 198
Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing 0 0 0 165 4 5 9 435
When more is less: Using multiple constraints to reduce tail risk 0 0 0 28 3 4 5 126
Total Journal Articles 3 6 15 3,055 26 73 153 7,386

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Statistics updated 2025-12-06