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subject:"Bankenaufsicht"
subject:"Bankrisiko"
~person:"Baptista, Alexandre M."
~subject:"Corporate governance"
~subject:"Portfolio-Management"
~type_genre:"Aufsatz in Zeitschrift"
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Bankenaufsicht
Bankrisiko
Corporate governance
Portfolio-Management
Risikomanagement
7
Risk management
7
Portfolio selection
6
Theorie
5
Theory
5
Risikomaß
3
Risk measure
3
Bank regulation
2
Bankenregulierung
2
Basel Accord
2
Basler Akkord
2
Benchmarking
2
Bank risk
1
Basel framework
1
CAPM
1
Credit risk
1
Financial intermediation
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Finanzintermediation
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1
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Article
7
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Aufsatz in Zeitschrift
Article in journal
7
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English
7
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Baptista, Alexandre M.
Wang, Ruodu
15
Li, Jianping
13
Hammoudeh, Shawkat
12
Fabozzi, Frank J.
11
McConnell, Patrick
11
Zhu, Xiaoqian
11
Mao, Tiantian
9
Alexander, Gordon J.
8
Broll, Udo
8
Guillén, Montserrat
7
Jacobs, Michael <Jr.>
7
Janabi, Mazin A. M. al
7
Mitra, Sovan
7
Tan, Ken Seng
7
Van Vuuren, Gary
7
Yang, Fan
7
Bhansali, Vineer
6
Cai, Jun
6
Chen, An
6
Curti, Filippo
6
Embrechts, Paul
6
Hussainey, Khaled
6
Kakushadze, Zura
6
Martellini, Lionel
6
Mensi, Walid
6
Reboredo, Juan Carlos
6
Righi, Marcelo Brutti
6
Summer, Martin
6
Zhu, Shushang
6
Acharya, Viral V.
5
Al-Yahyaee, Khamis Hamed
5
Beasley, Mark S.
5
Breuer, Thomas
5
Chen, Zhiping
5
Daníelsson, Jón
5
Godin, Frédéric
5
Grundke, Peter
5
Hagendorff, Jens
5
Hurlin, Christophe
5
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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
1
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ECONIS (ZBW)
7
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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
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
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:
7
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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