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Portfolio selection
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Alexander, Gordon J.
22
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13
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5
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3
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1
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1
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Journal of banking & finance
3
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2
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1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
1
Journal of economic behavior & organization : JEBO
1
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ECONIS (ZBW)
22
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1
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:
2
On back-testing "zero-investment" strategies
Alexander, Gordon J.
- In:
The journal of business : B
73
(
2000
)
2
,
pp. 255-278
Persistent link: https://www.econbiz.de/10001469472
Saved in:
3
An analysis of trade-size clustering and its relation to stealth trading
Alexander, Gordon J.
;
Peterson, Mark A.
- In:
Journal of financial economics
84
(
2007
)
2
,
pp. 435-471
Persistent link: https://www.econbiz.de/10003464196
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4
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:
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
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:
8
On regulatory responses to the recent crisis : an assessment of the Basel market risk framework and the Volcker Rule
Alexander, Gordon J.
;
Baptista, Alexandre M.
;
Yan, Shu
- In:
Financial markets, institutions & instruments
24
(
2015
)
2/3
,
pp. 87-125
Persistent link: https://www.econbiz.de/10011316632
Saved in:
9
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:
10
Economic implications of using a mean-VaR model for portfolio selection : a comparison with mean-variance analysis
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of economic dynamics & control
26
(
2002
)
7/8
,
pp. 1159-1193
Persistent link: https://www.econbiz.de/10001656074
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