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subject:"Portfolio-Management"
subject:"Portfoliomanagement"
~person:"Alexander, Gordon J."
~subject:"Corporate governance"
~subject:"Theory"
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Portfolio-Management
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7
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Alexander, Gordon J.
Fabozzi, Frank J.
39
Broll, Udo
38
Dionne, Georges
24
Wang, Ruodu
22
Daníelsson, Jón
18
Diebold, Francis X.
18
Eller, Roland
18
McAleer, Michael
18
Rudolph, Bernd
18
Bhansali, Vineer
17
Embrechts, Paul
17
Härdle, Wolfgang
17
Saunders, Anthony
17
Gatzert, Nadine
16
Tan, Ken Seng
16
Wiedemann, Arnd
16
Rochet, Jean-Charles
15
Schuermann, Til
15
Boonen, Tim J.
14
Hammoudeh, Shawkat
14
Mao, Tiantian
13
Pelizzon, Loriana
13
Račev, Svetlozar T.
13
Christoffersen, Peter F.
12
Glasserman, Paul
12
Martellini, Lionel
12
Roncalli, Thierry
12
Satchell, Stephen
12
Scherer, Bernd
12
Schierenbeck, Henner
12
Wahl, Jack E.
12
Bodie, Zvi
11
Bollerslev, Tim
11
Brajovic Bratanovic, Sonja
11
Chi, Yichun
11
Csóka, Péter
11
Gollier, Christian
11
Kakushadze, Zura
11
Liu, Haiyan
11
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11
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Journal of banking & finance
2
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
Journal of financial intermediation
1
Journal of monetary economics
1
Managerial and decision economics : MDE ; the international journal of research and progress in management economics
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The European journal of finance
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ECONIS (ZBW)
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1
A comparison of the original and revised Basel market risk frameworks for regulating bank capital
Alexander, Gordon J.
;
Baptista, Alexandre M.
;
Yan, Shu
- In:
Journal of economic behavior & organization : JEBO
85
(
2013
)
1
,
pp. 249-268
Persistent link: https://www.econbiz.de/10009708765
Saved in:
2
Active portfolio management with benchmarking : a frontier based on alpha
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of banking & finance
34
(
2010
)
9
,
pp. 2185-2197
Persistent link: https://www.econbiz.de/10008737950
Saved in:
3
Stress testing by financial intermediaries : implications for portfolio selection and asset pricing
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of financial intermediation
18
(
2009
)
1
,
pp. 65-92
Persistent link: https://www.econbiz.de/10003813182
Saved in:
4
Reducing estimation risk in optimal portfolio selection when short sales are allowed
Alexander, Gordon J.
;
Baptista, Alexandre M.
;
Yan, Shu
- In:
Managerial and decision economics : MDE ; the …
30
(
2009
)
5
,
pp. 281-305
Persistent link: https://www.econbiz.de/10003869912
Saved in:
5
From Markowitz to modern risk management
Alexander, Gordon J.
- In:
The European journal of finance
15
(
2009
)
5/6
,
pp. 451-461
Persistent link: https://www.econbiz.de/10003886390
Saved in:
6
Active portfolio management with benchmarking : adding a value-at-risk constraint
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of economic dynamics & control
32
(
2008
)
3
,
pp. 779-820
Persistent link: https://www.econbiz.de/10003687449
Saved in:
7
Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of monetary economics
53
(
2006
)
7
,
pp. 1631-1660
Persistent link: https://www.econbiz.de/10003381921
Saved in:
8
Portfolio selection with a drawdown constraint
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of banking & finance
30
(
2006
)
11
,
pp. 3171-3189
Persistent link: https://www.econbiz.de/10003386441
Saved in:
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