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An algorithm for deriving the capital market line
Alexander, Gordon J. - In: Management science : journal of the Institute of … 23 (1977) 11, pp. 1183-1186
Persistent link: https://www.econbiz.de/10001823907
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An algorithmic approach to deriving the minimum-variance zero-beta portfolio
Alexander, Gordon J. - In: Journal of financial economics 4 (1977) 2, pp. 231-236
Persistent link: https://www.econbiz.de/10001823916
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Consistency of mutual fund performance during varying market conditions
Alexander, Gordon J.; Stover, Roger D. - In: Journal of economics & business 32 (1980) 3, pp. 219-226
Persistent link: https://www.econbiz.de/10001823934
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The derivation of efficient sets
Alexander, Gordon J. - In: Journal of financial and quantitative analysis : JFQA 11 (1976) 5, pp. 817-830
Persistent link: https://www.econbiz.de/10001823960
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Mixed security testing of alternative portfolio selection models
Alexander, Gordon J. - In: Journal of financial and quantitative analysis : JFQA 12 (1977) 5, pp. 817-832
Persistent link: https://www.econbiz.de/10001823973
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More on beta as a random coefficient
Alexander, Gordon J.; Benson, P. George - In: Journal of financial and quantitative analysis : JFQA 17 (1982) 1, pp. 27-36
Persistent link: https://www.econbiz.de/10001823983
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More on estimation risk and simple rules for optimal portofolio selection
Alexander, Gordon J.; Resnick, Bruce G. - In: The journal of finance : the journal of the American … 40 (1985) 1, pp. 125-133
Persistent link: https://www.econbiz.de/10001823990
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On the estimation and stability of beta
Alexander, Gordon J.; Chervany, Norman L. - In: Journal of financial and quantitative analysis : JFQA 15 (1980) 1, pp. 123-137
Persistent link: https://www.econbiz.de/10001823998
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Optimal mixed security portfolios with restricted borrowing
Alexander, Gordon J. - In: Journal of economics & business 31 (1978) 1, pp. 22-28
Persistent link: https://www.econbiz.de/10001824002
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A reevaluation of alternative portfolio selection models applied to common stocks
Alexander, Gordon J. - In: Journal of financial and quantitative analysis : JFQA 13 (1978) 1, pp. 71-78
Persistent link: https://www.econbiz.de/10001824027