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subject:"Portfolio selection"
subject:"World"
~person:"Baptista, Alexandre M."
~subject:"Basler Akkord"
~subject:"Risiko"
~type_genre:"Article in journal"
~type_genre:"Konferenzschrift"
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Portfolio selection
World
Basler Akkord
Risiko
Risikomanagement
7
Risk management
7
Portfolio-Management
6
Theorie
5
Theory
5
Risikomaß
3
Risk measure
3
Bank regulation
2
Bankenregulierung
2
Basel Accord
2
Benchmarking
2
Bank risk
1
Bankrisiko
1
Basel framework
1
CAPM
1
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Article in journal
Konferenzschrift
Aufsatz in Zeitschrift
7
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English
7
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Baptista, Alexandre M.
Wang, Ruodu
17
Hammoudeh, Shawkat
15
Fabozzi, Frank J.
11
McAleer, Michael
11
Mao, Tiantian
10
Li, Jianping
9
Tan, Ken Seng
9
Alexander, Gordon J.
8
Bhansali, Vineer
8
Embrechts, Paul
8
Guillén, Montserrat
8
Jacobs, Michael <Jr.>
8
Li, Johnny Siu-Hang
8
Mitra, Sovan
8
Sherris, Michael
8
Van Vuuren, Gary
8
Boonen, Tim J.
7
Broll, Udo
7
Cai, Jun
7
Janabi, Mazin A. M. al
7
McConnell, Patrick
7
Qazi, Abroon
7
Righi, Marcelo Brutti
7
Rösch, Daniel
7
Rüschendorf, Ludger
7
Yang, Fan
7
Zhu, Xiaoqian
7
Balbás de la Corte, Alejandro
6
Chen, An
6
Chen, Zhiping
6
Ji, Qiang
6
Kakushadze, Zura
6
Martellini, Lionel
6
Mensi, Walid
6
Naeem, Muhammad Abubakr
6
Puccetti, Giovanni
6
Shevchenko, Pavel V.
6
Zhu, Shushang
6
Acharya, Viral V.
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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