Narrow search
Showing 1 - 4 of 4
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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