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 0 5 9 295
Total Working Papers 0 0 0 124 0 5 9 295

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 2 183 0 1 12 435
A comparison of the original and revised Basel market risk frameworks for regulating bank capital 0 0 1 114 3 4 8 319
Active portfolio management with benchmarking: A frontier based on alpha 0 1 2 124 2 6 9 368
Active portfolio management with benchmarking: Adding a value-at-risk constraint 0 0 0 197 1 3 7 552
Bank Capital Regulation of Trading Portfolios: An Assessment of the Basel Framework 0 0 0 9 1 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 0 2 2 226
Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach 0 0 2 261 1 2 10 485
Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis 0 2 4 944 1 7 20 1,834
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 3 3 3 83
On the Non-Existence of Redundant Options 0 0 0 106 2 3 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 0 1 3 400
Portfolio selection with mental accounts and background risk 0 0 0 65 1 2 5 221
Portfolio selection with mental accounts and delegation 0 1 1 74 2 6 8 295
Portfolio selection with mental accounts and estimation risk 0 0 0 28 2 5 8 140
Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion 0 0 0 16 1 3 3 63
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 0 0 99 1 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 0 0 1 43
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 1 2 6 431
When more is less: Using multiple constraints to reduce tail risk 0 0 0 28 0 1 2 123
Total Journal Articles 0 4 13 3,052 22 57 130 7,356

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-11-08