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Alexander, Gordon J.
38
Baptista, Alexandre M.
19
Cici, Gjergji
8
Gibson, Scott
8
Peterson, Mark A.
5
Yan, Shu
4
Ferri, Michael G.
2
Adams, Andrew
1
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1
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1
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1
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1
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1
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1
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Journal of banking & finance
8
The review of financial studies
8
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
Economic theory
1
Financial management
1
Journal of behavioral decision making
1
Journal of economic behavior & organization : JEBO
1
Journal of economic theory
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
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The journal of business : B
1
The journal of corporate finance : contracting, governance and organization
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The journal of futures markets
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OLC EcoSci
ECONIS (ZBW)
98
RePEc
42
USB Cologne (EcoSocSci)
6
EconStor
1
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1
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Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of economic dynamics & control
26
(
2002
)
7
,
pp. 1159-1194
Persistent link: https://www.econbiz.de/10006769557
Saved in:
2
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:
3
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
Saved in:
4
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:
5
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
),
pp. 249-268
Persistent link: https://www.econbiz.de/10010063388
Saved in:
6
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/10008162304
Saved in:
7
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/10007911974
Saved in:
8
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. 281-306
Persistent link: https://www.econbiz.de/10008267917
Saved in:
9
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. 2185-2198
Persistent link: https://www.econbiz.de/10008433520
Saved in:
10
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. 65-93
Persistent link: https://www.econbiz.de/10008850018
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