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person:"Koedijk, Kees"
subject:"Portfolio-Management"
~person:"Baptista, Alexandre M."
~subject:"Theory"
~type_genre:"Article in journal"
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Portfolio-Management
Theory
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10
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10
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8
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6
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3
Risk measure
3
Bank regulation
2
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2
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2
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Koedijk, Kees
Baptista, Alexandre M.
Broll, Udo
16
Wang, Ruodu
15
Fabozzi, Frank J.
13
Hammoudeh, Shawkat
12
Tan, Ken Seng
12
Embrechts, Paul
11
Mao, Tiantian
10
Bhansali, Vineer
9
Alexander, Gordon J.
8
Dionne, Georges
8
Bartram, Söhnke M.
7
Boonen, Tim J.
7
Cai, Jun
7
Gatzert, Nadine
7
Godin, Frédéric
7
Guillén, Montserrat
7
Jacobs, Michael <Jr.>
7
Janabi, Mazin A. M. al
7
Martellini, Lionel
7
McAleer, Michael
7
Righi, Marcelo Brutti
7
Rüschendorf, Ludger
7
Tang, Qihe
7
Yang, Fan
7
Asimit, Alexandru V.
6
Balbás de la Corte, Alejandro
6
Chen, Zhiping
6
Cheung, Ka Chun
6
Chi, Yichun
6
Cossette, Hélène
6
Dias, Alexandra
6
Feng, Runhuan
6
Furman, Edward
6
Hurlin, Christophe
6
Härdle, Wolfgang
6
Kakushadze, Zura
6
Mitra, Sovan
6
Puccetti, Giovanni
6
Zhu, Shushang
6
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Journal of banking & finance
3
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1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial intermediation
1
Journal of international money and finance
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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ECONIS (ZBW)
10
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1
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10
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10
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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
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
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:
9
Special issue on risk management
Koedijk, Kees
(
contributor
);
Palm, Franz C.
(
contributor
); …
-
2000
Persistent link: https://www.econbiz.de/10001558300
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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