16
H index
22
i10 index
1225
Citations
Gordon J. Alexander : Citation Profile
University of Minnesota | RESEARCH PRODUCTION: 51 Articles 2 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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48 years (1976 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Gordon J. Alexander. | Is cited by:
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Main data
Where Gordon J. Alexander has published?
Recent works citing Gordon J. Alexander (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Sensitivity to large losses and $\rho$-arbitrage for convex risk measures. (2022). Herdegen, Martin ; Khan, Nazem. In: Papers. RePEc:arx:papers:2202.07610. Full description at Econpapers || Download paper |
| 2024 | Time-Consistent Asset Allocation for Risk Measures in a L\evy Market. (2023). Stadje, Mitja ; Fiessinger, Felix. In: Papers. RePEc:arx:papers:2305.09471. Full description at Econpapers || Download paper |
| 2024 | Asset management with an ESG mandate. (2024). Stocco, Davide ; Barucci, Emilio ; Azzone, Michele. In: Papers. RePEc:arx:papers:2403.11622. Full description at Econpapers || Download paper |
| 2024 | Short selling and readability in financial disclosures: A controlled experiment. (2024). Xu, Weike ; Sun, Minxing. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:265-292. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | What’s so Inconvenient About TIPS?. (2024). Herrenbrueck, Lucas ; Lee, Sukjoon ; Geromichalos, Athanasios. In: Working Papers. RePEc:cda:wpaper:364. Full description at Econpapers || Download paper |
| 2024 | Are banks better money doctors? An analysis of mutual fund flows of bank and non-bank funds using Canadian data. (2024). Lin, Shannon ; Hebb, Greg. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001481. Full description at Econpapers || Download paper |
| 2024 | Multiple time scales investor sentiment impact the stock market index fluctuation: From margin trading business perspective. (2024). Song, Yingying ; Guo, Yanhong ; Chen, Xinxin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s106294082300150x. Full description at Econpapers || Download paper |
| 2025 | Time-consistent asset allocation for risk measures in a Lévy market. (2025). Stadje, Mitja ; Fiessinger, Felix. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:2:p:676-695. Full description at Econpapers || Download paper |
| 2024 | Can multi-period auto-portfolio systems improve returns? Evidence from Chinese and U.S. stock markets. (2024). Zhao, Yang ; Wang, Shuai ; Lv, Mengzheng ; Gao, Jialu. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003508. Full description at Econpapers || Download paper |
| 2024 | Choice for smart investment in mutual funds: Single- or multi-period performance ranks. (2024). Oh, Haejune ; Ha, Yeonjeong. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010838. Full description at Econpapers || Download paper |
| 2024 | Benchmark-based strategy for minimizing Riskiness. (2024). Yang, Jen-Wei. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012473. Full description at Econpapers || Download paper |
| 2024 | Mutual fund liquidity management and family affiliation. (2024). Xu, Zhaojin ; Popescu, Marius. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007116. Full description at Econpapers || Download paper |
| 2024 | Linkages between financial and macroeconomic indicators in emerging markets and developing economies. (2024). Loungani, Prakash ; Biswas, Rita ; Michaelides, Michael ; Liang, Zhongwen. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000796. Full description at Econpapers || Download paper |
| 2024 | Tail mean-variance portfolio selection with estimation risk. (2024). Weng, Chengguo ; Wei, Pengyu ; Huang, Zhenzhen. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:218-234. Full description at Econpapers || Download paper |
| 2024 | Sustainable investing in times of crisis: Evidence from bond holdings and the COVID-19 pandemic. (2024). Fatica, Serena ; Panzica, Roberto. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:166:y:2024:i:c:s0378426624001559. Full description at Econpapers || Download paper |
| 2024 | Foreign institutional ownership and Cross-Listing. (2024). Tsang, Albert ; Kong, Xiangting ; Yan, Shuo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001808. Full description at Econpapers || Download paper |
| 2024 | An uncertain bi-objective mean-entropy model for portfolio selection with realistic factors. (2024). Lv, Linjing ; Li, Hui ; Zhang, BO. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:225:y:2024:i:c:p:216-231. Full description at Econpapers || Download paper |
| 2024 | Downward pressure, investment style and performance persistence of institutional investors. (2024). Sha, Yezhou ; Wu, XI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004581. Full description at Econpapers || Download paper |
| 2024 | The role of future time reference in cross-listing decisions: Cross-country evidence. (2024). Sun, Jiawei ; Lien, Donald ; Lian, Zeng. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:112:y:2024:i:c:s2214804324000971. Full description at Econpapers || Download paper |
| 2024 | Risk hedging for VaR-constrained newsvendors. (2024). Sethi, Suresh P ; Li, Jiajing ; Chang, Shuhua ; Wang, Xinyu. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:181:y:2024:i:c:s1366554523003538. Full description at Econpapers || Download paper |
| 2024 | Exact and Heuristic Solution Techniques for Mixed-Integer Quantile Minimization Problems. (2024). Labbe, Martine ; Roland, Marius ; Cattaruzza, Diego ; Petris, Matteo ; Schmidt, Martin. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:36:y:2024:i:4:p:1084-1107. Full description at Econpapers || Download paper |
| 2024 | Soft information in portfolio management. (2024). Qu, Yuanyu ; Chen, Honghui ; Wang, Qinghai ; Shen, Tao. In: SocArXiv. RePEc:osf:socarx:84tfm_v1. Full description at Econpapers || Download paper |
| 2024 | Equity Price Risk of Commercial Banks in India. (2024). Rout, Bhabani Sankar ; Das, Nupur Moni. In: Arthaniti: Journal of Economic Theory and Practice. RePEc:sae:artjou:v:23:y:2024:i:2:p:179-201. Full description at Econpapers || Download paper |
Works by Gordon J. Alexander:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1979 | Market Timing Strategies in Convertible Debt Financing. In: Journal of Finance. [Full Text][Citation analysis] | article | 6 |
| 1984 | Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs. In: Journal of Finance. [Full Text][Citation analysis] | article | 50 |
| 1985 | More on Estimation Risk and Simple Rules for Optimal Portfolio Selection. In: Journal of Finance. [Full Text][Citation analysis] | article | 13 |
| 1987 | Asset Pricing and Dual Listing on Foreign Capital Markets: A Note. In: Journal of Finance. [Full Text][Citation analysis] | article | 158 |
| 1993 | Short Selling and Efficient Sets. In: Journal of Finance. [Full Text][Citation analysis] | article | 9 |
| 1976 | The Derivation of Efficient Sets In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 1 |
| 1977 | Mixed Security Testing of Alternative Portfolio Selection Models In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 2 |
| 1978 | A Reevaluation of Alternative Portfolio Selection Models Applied to Common Stocks In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 2 |
| 1980 | On the Estimation and Stability of Beta In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 20 |
| 1980 | Applying the Market Model to Long-Term Corporate Bonds In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 6 |
| 1982 | More on Beta as a Random Coefficient In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 14 |
| 1982 | Timing Decisions and the Behavior of Mutual Fund Systematic Risk In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 15 |
| 1988 | International Listings and Stock Returns: Some Empirical Evidence In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 132 |
| 2004 | Margin regulation and market quality: a microstructure analysis In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 7 |
| 2004 | Margin regulation and market quality: a microstructure analysis.(2004) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2002 | Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 112 |
| 2008 | Active portfolio management with benchmarking: Adding a value-at-risk constraint In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 38 |
| 2017 | Portfolio selection with mental accounts and estimation risk In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 3 |
| 2008 | The effect of price tests on trader behavior and market quality: An analysis of Reg SHO In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 48 |
| 2017 | Short selling and the pricing of closed-end funds In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 1 |
| 2000 | The determinants of trading volume of high-yield corporate bonds In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 58 |
| 1998 | Mutual fund shareholders: characteristics, investor knowledge, and sources of information In: Financial Services Review. [Full Text][Citation analysis] | article | 46 |
| 2020 | Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 1 |
| 2006 | Portfolio selection with a drawdown constraint In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 27 |
| 2007 | Mean-variance portfolio selection with `at-risk constraints and discrete distributions In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 19 |
| 2010 | Active portfolio management with benchmarking: A frontier based on alpha In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 25 |
| 2011 | Portfolio selection with mental accounts and delegation In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 9 |
| 2012 | When more is less: Using multiple constraints to reduce tail risk In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 5 |
| 1985 | Using linear and goal programming to immunize bond portfolios In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 4 |
| 2013 | A comparison of the original and revised Basel market risk frameworks for regulating bank capital In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 5 |
| 1977 | An algorithmic approach to deriving the minimum-variance zero-beta portfolio In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 2007 | An analysis of trade-size clustering and its relation to stealth trading In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 80 |
| 2002 | Implications of a Reduction in Tick Size on Short-Sell Order Execution In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 3 |
| 2009 | Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 1 |
| 2014 | The puzzling behavior of short sellers around earnings announcements In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 4 |
| 1999 | Short Selling on the New York Stock Exchange and the Effects of the Uptick Rule In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 13 |
| 2021 | Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
| 2014 | Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 4 |
| 2006 | Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 18 |
| 2001 | Does mutual fund disclosure at banks matter? Evidence from a survey of investors1 In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2007 | Guest Editorial In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2000 | What Does Nasdaqs High Yield Bond Market Reveal about Bondholder-Shareholder Conflict? In: Financial Management. [Citation analysis] | article | 16 |
| 1977 | An Algorithm for Deriving the Capital Market Line In: Management Science. [Full Text][Citation analysis] | article | 0 |
| 2004 | A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model In: Management Science. [Full Text][Citation analysis] | article | 118 |
| 2007 | Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 98 |
| 2009 | From Markowitz to modern risk management In: The European Journal of Finance. [Full Text][Citation analysis] | article | 10 |
| 2000 | On Back-Testing Zero-Investment Strategies. In: The Journal of Business. [Full Text][Citation analysis] | article | 7 |
| 1996 | A graphical note on European put thetas In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
| 2017 | Bank Capital Regulation of Trading Portfolios: An Assessment of the Basel Framework In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 2 |
| 1997 | Investor self-selection: evidence from a mutual fund survey In: Managerial and Decision Economics. [Citation analysis] | article | 4 |
| 2009 | Reducing estimation risk in optimal portfolio selection when short sales are allowed In: Managerial and Decision Economics. [Full Text][Citation analysis] | article | 4 |
| 2020 | The Pricing of Exchange Traded Funds and the Roles of Primary and Secondary Market Participants In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] | article | 0 |
| 2024 | A Correlation-Based Portfolio Choice Algorithm In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2012 | Bank regulation and stability: An examination of the Basel market risk framework In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
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