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 1 15 306
Total Working Papers 0 0 0 124 0 1 15 306

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 5 188 2 4 27 462
A comparison of the original and revised Basel market risk frameworks for regulating bank capital 0 0 0 114 1 3 13 328
Active portfolio management with benchmarking: A frontier based on alpha 0 0 1 124 3 4 25 389
Active portfolio management with benchmarking: Adding a value-at-risk constraint 0 0 0 197 2 6 26 576
Advances in portfolio selection and asset pricing in honor of Harry Markowitz 0 0 0 0 0 2 3 3
Bank Capital Regulation of Trading Portfolios: An Assessment of the Basel Framework 0 0 0 9 0 0 9 56
Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books 0 0 1 43 2 3 13 237
Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach 0 0 1 262 0 0 17 500
Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis 0 0 4 947 1 4 20 1,850
From mean-variance analysis to mental accounting and back: bridging contributions of Markowitz to portfolio selection 0 0 0 0 0 1 1 1
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 0 0 0 73 0 1 9 230
OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS 0 0 0 47 0 0 10 90
On Regulatory Responses to the Recent Crisis: An Assessment of the Basel Market Risk Framework and the Volcker Rule 0 0 0 0 0 0 5 9
On the Non-Existence of Redundant Options 0 0 0 106 0 1 11 203
Optimal delegated portfolio management with background risk 0 0 2 182 0 2 7 368
Portfolio selection with a drawdown constraint 0 0 3 182 1 4 17 416
Portfolio selection with mental accounts and background risk 0 0 0 65 0 0 14 233
Portfolio selection with mental accounts and delegation 0 1 2 75 0 1 15 305
Portfolio selection with mental accounts and estimation risk 0 0 0 28 0 1 23 158
Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion 0 0 0 16 0 0 11 71
Reducing estimation risk in optimal portfolio selection when short sales are allowed 0 0 0 99 0 1 8 320
Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule 1 1 1 9 1 2 14 57
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 0 1 22 452
When more is less: Using multiple constraints to reduce tail risk 0 0 0 28 0 0 17 139
Total Journal Articles 1 2 20 3,069 13 41 340 7,653

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Statistics updated 2026-09-10