Gordon J Alexander

1976 …2020
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Fingerprint The Fingerprint is created by mining the titles and abstracts of the person's research outputs and projects/funding awards to create an index of weighted terms from discipline-specific thesauri.

Portfolio selection Business & Economics
Value at risk Business & Economics
Optimal portfolio Business & Economics
Investors Business & Economics
Mutual funds Business & Economics
Short selling Business & Economics
Basel Business & Economics
Managers Business & Economics

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Research Output 1976 2020

Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion

Alexander, G. J., Baptista, A. M. & Yan, S., Jan 1 2019, (Accepted/In press) In : Journal of Banking and Finance. 110, 105599.

Research output: Contribution to journalArticle

Endogenous risk
Coefficients
Portfolio selection
Optimal portfolio
Mental accounts

Bank Capital Regulation of Trading Portfolios: An Assessment of the Basel Framework

Alexander, G. J. & Baptista, A. M., Jun 2017, In : Journal of Money, Credit and Banking. 49, 4, p. 603-634 32 p.

Research output: Contribution to journalArticle

Basel
Value at risk
Bank capital regulation
Capital requirements
Mean-variance
9 Citations (Scopus)

Portfolio selection with mental accounts and estimation risk

Alexander, G. J., Baptista, A. M. & Yan, S., Mar 1 2017, In : Journal of Empirical Finance. 41, p. 161-186 26 p.

Research output: Contribution to journalArticle

Short selling
Estimation risk
Portfolio selection
Optimal portfolio
Mental accounts
1 Citation (Scopus)

Short selling and the pricing of closed-end funds

Alexander, G. J. & Peterson, M. A., Mar 1 2017, In : Journal of Financial Markets. 33, p. 124-142 19 p.

Research output: Contribution to journalArticle

Closed-end funds
Short selling
Pricing
Premium
Discount
3 Citations (Scopus)

On regulatory responses to the recent crisis: An assessment of the basel market risk framework and the volcker rule

Alexander, G. J., Baptista, A. M. & Yan, S., May 1 2015, In : Financial Markets, Institutions and Instruments. 24, 2-3, p. 87-125 39 p.

Research output: Contribution to journalArticle

Market risk
Basel
Capital requirements
Consumer protection
Basel Committee