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 3 4 16 304
Total Working Papers 0 0 0 124 3 4 16 304

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 4 187 1 7 20 452
A comparison of the original and revised Basel market risk frameworks for regulating bank capital 0 0 0 114 2 3 12 325
Active portfolio management with benchmarking: A frontier based on alpha 0 0 2 124 3 4 21 381
Active portfolio management with benchmarking: Adding a value-at-risk constraint 0 0 0 197 3 8 20 567
Bank Capital Regulation of Trading Portfolios: An Assessment of the Basel Framework 0 0 0 9 0 1 7 54
Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books 0 1 1 43 0 3 10 234
Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach 0 1 2 262 2 4 19 500
Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis 0 1 6 947 0 5 22 1,846
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 0 73 4 4 8 229
OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS 0 0 0 47 1 1 9 89
On Regulatory Responses to the Recent Crisis: An Assessment of the Basel Market Risk Framework and the Volcker Rule 0 0 0 0 2 2 7 9
On the Non-Existence of Redundant Options 0 0 0 106 2 2 11 202
Optimal delegated portfolio management with background risk 1 1 2 182 3 3 5 366
Portfolio selection with a drawdown constraint 0 1 3 181 0 3 13 411
Portfolio selection with mental accounts and background risk 0 0 0 65 4 7 16 233
Portfolio selection with mental accounts and delegation 0 0 1 74 2 3 15 304
Portfolio selection with mental accounts and estimation risk 0 0 0 28 2 6 22 157
Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion 0 0 0 16 2 2 9 69
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 0 0 99 1 2 7 319
Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule 0 0 0 8 4 7 11 54
Spanning with American options 0 0 0 110 0 0 3 200
Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing 0 0 0 165 3 8 21 449
When more is less: Using multiple constraints to reduce tail risk 0 0 0 28 6 7 16 138
Total Journal Articles 1 7 21 3,065 47 92 304 7,588

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Statistics updated 2026-05-06