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subject:"Portfolio-Management"
~person:"Alexander, Gordon J."
~subject:"Kreditgeschäft"
~subject:"Portfolio selection"
~subject:"Risikomanagement"
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Portfolio-Management
Kreditgeschäft
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6
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6
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4
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4
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3
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Alexander, Gordon J.
Gleißner, Werner
89
Romeike, Frank
62
Ivanov, Dmitry
58
Broll, Udo
55
Schuermann, Til
52
Dionne, Georges
49
Fabozzi, Frank J.
49
Eller, Roland
43
Gatzert, Nadine
42
McAleer, Michael
42
Stulz, René M.
41
Kunreuther, Howard
39
Chorafas, Dimitris N.
34
Härdle, Wolfgang
33
Saunders, Anthony
33
Wiedemann, Arnd
32
Acharya, Viral V.
31
Rudolph, Bernd
31
Olson, David L.
30
Sherris, Michael
30
Wu, Desheng Dash
30
Kersten, Wolfgang
29
Eling, Martin
28
Embrechts, Paul
28
Engle, Robert F.
28
Mußhoff, Oliver
26
Wagner, Stephan M.
26
Hillson, David
25
Stoja, Evarist
25
Wang, Ruodu
25
Becker, Axel
24
Dolgui, Alexandre
24
Giudici, Paolo
24
Henke, Michael
24
Mikes, Anette
24
Shevchenko, Pavel V.
24
Albrecht, Peter
23
Andersen, Torben Juul
23
Daníelsson, Jón
23
Diebold, Francis X.
23
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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
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The European journal of finance
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ECONIS (ZBW)
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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
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:
6
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:
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:
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