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Alexander, Gordon J.
38
Baptista, Alexandre M.
13
Cici, Gjergji
8
Gibson, Scott
8
Peterson, Mark A.
5
Yan, Shu
4
Ferri, Michael G.
2
Adams, Andrew
1
Arvey, Richard D.
1
Bloomfield, Della
1
Booth, Philip
1
Edwards, Amy K.
1
England, Peter
1
Jones, Jonathan D.
1
Lefevre, Edwin
1
Narayanan, Jayanth
1
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The review of financial studies
8
Journal of banking & finance
5
Journal of financial intermediation
4
The journal of finance : the journal of the American Finance Association
4
The journal of portfolio management : a publication of Institutional Investor
3
Journal of economic dynamics & control
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Financial management
1
Journal of behavioral decision making
1
Journal of economic behavior & organization : JEBO
1
Journal of financial economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Managerial and decision economics : MDE ; the international journal of research and progress in management economics
1
The journal of business : B
1
The journal of corporate finance : contracting, governance and organization
1
The journal of futures markets
1
The journal of trading
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OLC EcoSci
ECONIS (ZBW)
88
RePEc
38
USB Cologne (EcoSocSci)
6
EconStor
1
Other ZBW resources
1
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1
Investment Mathematics and Statistics
Adams, Andrew
;
Bloomfield, Della
;
Booth, Philip
; …
- In:
The journal of finance : the journal of the American …
49
(
1994
)
1
,
pp. 359-360
Persistent link: https://www.econbiz.de/10006600377
Saved in:
2
Short Selling and Efficient Sets
Alexander, Gordon J.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
4
,
pp. 1497-1506
Persistent link: https://www.econbiz.de/10006603642
Saved in:
3
The MIT Dictionary of Modern Economics.
Pearce, David W.
;
Alexander, Gordon J.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
2
,
pp. 823
Persistent link: https://www.econbiz.de/10006603674
Saved in:
4
Portfolio Performance Evaluation Using Value at Risk
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
The journal of portfolio management : a publication of …
29
(
2003
)
4
,
pp. 93-102
Persistent link: https://www.econbiz.de/10006554565
Saved in:
5
Margin regulation and market quality: a microstructure analysis
Alexander, Gordon J.
;
Ors, Evren
;
Peterson, Mark A.
; …
- In:
The journal of corporate finance : contracting, …
10
(
2004
)
4
,
pp. 549-574
Persistent link: https://www.econbiz.de/10005927568
Saved in:
6
On Back-Testing "Zero-Investment" Strategies
Alexander, Gordon J.
- In:
The journal of business : B
73
(
2000
)
2
,
pp. 255-278
Persistent link: https://www.econbiz.de/10006045978
Saved in:
7
What Does Nasdaq's High-Yield Bond Market Reveal About Bondholder-Stockholder Conflicts?
Alexander, Gordon J.
;
Edwards, Amy K.
;
Ferri, Michael G.
- In:
Financial management
29
(
2000
)
1
,
pp. 23-39
Persistent link: https://www.econbiz.de/10005956310
Saved in:
8
A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Management science : journal of the Institute for …
50
(
2004
)
9
,
pp. 1261-1273
Persistent link: https://www.econbiz.de/10006080246
Saved in:
9
THE MARKET - Day-of-the-Week Patterns in Volume and Prices of Nasdaq High-Yield Bonds - The authors investigate newly available data from the Nasdaq's Fixed Income Pricing System on transactions in high-yield corporate bonds. Their tests of daily patterns for sixty issues traded for all or part of the interval between October 1994 and July 1997 show that: 1) the level of trading is consistently ...
Alexander, Gordon J.
;
Ferri, Michael G.
- In:
The journal of portfolio management : a publication of …
26
(
2000
)
3
,
pp. 33-40
Persistent link: https://www.econbiz.de/10006569849
Saved in:
10
Mean–variance portfolio selection with ‘at-risk’ constraints and discrete distributions
Alexander, Gordon J.
;
Baptista, Alexandre M.
;
Yan, Shu
- In:
Journal of banking & finance
31
(
2007
)
12
,
pp. 3761-3781
Persistent link: https://www.econbiz.de/10007876219
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