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~language:"eng"
~person:"Alexander, Gordon J."
~subject:"Portfolio-Management"
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Bericht der AG2: Risikomanagem...
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Portfolio-Management
Risikomanagement
8
Risk management
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Portfolio selection
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Risikomaß
4
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4
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Alexander, Gordon J.
Fabozzi, Frank J.
31
Diebold, Francis X.
18
Wang, Ruodu
17
Hammoudeh, Shawkat
13
Bollerslev, Tim
12
Bhansali, Vineer
11
Martellini, Lionel
11
McAleer, Michael
11
Satchell, Stephen
11
Kakushadze, Zura
10
Roncalli, Thierry
10
Scherer, Bernd
10
Schuermann, Til
10
Christoffersen, Peter F.
9
Csóka, Péter
9
Härdle, Wolfgang
9
Janabi, Mazin A. M. al
9
Račev, Svetlozar T.
9
Tan, Ken Seng
9
Till, Hilary
9
Chen, An
8
Lin, Yijia
8
Mao, Tiantian
8
Papenbrock, Jochen
8
Pesaran, M. Hashem
8
Pérez Amaral, Teodosio
8
Righi, Marcelo Brutti
8
Skoglund, Jimmy
8
Andersen, Torben G.
7
Chen, Wei
7
Engle, Robert F.
7
Guillén, Montserrat
7
Jorion, Philippe
7
Lee, Cheng F.
7
Lohre, Harald
7
Wilkens, Marco
7
Yang, Fan
7
Al Janabi, Mazin A. M.
6
Baptista, Alexandre M.
6
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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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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
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2
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
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3
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
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4
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:
5
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
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6
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:
7
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
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