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subject:"Portfolio-Management"
~person:"Alexander, Gordon J."
~subject:"Finanzintermediation"
~subject:"Kreditgeschäft"
~subject:"Portfolio selection"
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Portfolio-Management
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Alexander, Gordon J.
Fabozzi, Frank J.
31
Diebold, Francis X.
17
Wang, Ruodu
17
Hammoudeh, Shawkat
13
Becker, Axel
12
Rudolph, Bernd
12
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11
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11
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11
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11
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11
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11
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10
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10
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9
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9
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Janabi, Mazin A. M. al
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9
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9
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9
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9
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9
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9
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8
Christoffersen, Peter F.
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Lin, Yijia
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8
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8
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8
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8
Rösch, Daniel
8
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8
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Journal of banking & finance
2
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
The European journal of finance
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ECONIS (ZBW)
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1
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:
2
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:
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
From Markowitz to modern risk management
Alexander, Gordon J.
- In:
The European journal of finance
15
(
2009
)
5/6
,
pp. 451-461
Persistent link: https://www.econbiz.de/10003886390
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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