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subject:"Portfolio-Management"
person:"Koedijk, Kees"
~person:"Alexander, Gordon J."
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Portfolio-Management
Risk management
14
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13
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10
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7
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7
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4
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4
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Koedijk, Kees
Alexander, Gordon J.
Fabozzi, Frank J.
31
Diebold, Francis X.
17
Wang, Ruodu
17
Hammoudeh, Shawkat
13
Bhansali, Vineer
11
Bollerslev, Tim
11
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11
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11
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11
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10
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10
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10
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10
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10
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9
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9
Janabi, Mazin A. M. al
9
Račev, Svetlozar T.
9
Tan, Ken Seng
9
Till, Hilary
9
Bloss, Michael
8
Christoffersen, Peter F.
8
Gantenbein, Pascal
8
Lin, Yijia
8
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8
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8
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8
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8
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8
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8
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7
Chen, An
7
Chen, Wei
7
Engle, Robert F.
7
Guillén, Montserrat
7
Jorion, Philippe
7
Lee, Cheng F.
7
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7
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7
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Journal of banking & finance
3
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1
Journal of economic dynamics & control
1
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1
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Journal of monetary economics
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Managerial and decision economics : MDE ; the international journal of research and progress in management economics
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ECONIS (ZBW)
10
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Selecting copulas for risk management
Kole, Erik
;
Koedijk, Kees
;
Verbeek, Marno
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2405-2423
Persistent link: https://www.econbiz.de/10003522947
Saved in:
7
Selecting copulas for risk management
Kole, Erik
;
Koedijk, Kees
;
Verbeek, Marno
-
2006
Persistent link: https://www.econbiz.de/10003322651
Saved in:
8
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:
9
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:
10
Capturing downside risk in financial markets : the case of the Asian Crisis
Pownall, Rachel A. J.
;
Koedijk, Kees
- In:
Journal of international money and finance
18
(
1999
)
6
,
pp. 853-870
Persistent link: https://www.econbiz.de/10001429195
Saved in:
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