Gordon J. Alexander : Citation Profile


Are you Gordon J. Alexander?

University of Minnesota

16

H index

22

i10 index

1167

Citations

RESEARCH PRODUCTION:

51

Articles

2

Papers

RESEARCH ACTIVITY:

   45 years (1976 - 2021). See details.
   Cites by year: 25
   Journals where Gordon J. Alexander has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 20 (1.68 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pal215
   Updated: 2024-01-16    RAS profile: 2023-05-04    
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Relations with other researchers


Works with:

Baptista, Alexandre (2)

Yan, Shu (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Gordon J. Alexander.

Is cited by:

Schmukler, Sergio (23)

Levine, Ross (16)

Blau, Benjamin (14)

Karolyi, G. (11)

Gozzi, Juan Carlos (11)

Riccetti, Luca (10)

Wong, Wing-Keung (10)

Palomba, Giulio (9)

Martin, Philippe (8)

Rey, Helene (8)

Larsen, Ryan (7)

Cites to:

Baptista, Alexandre (45)

merton, robert (15)

Basak, Suleyman (11)

Markowitz, Harry (10)

Artzner, Philippe (10)

Rochet, Jean (10)

Danielsson, Jon (9)

Levine, Ross (9)

Caprio, Gerard (8)

Admati, Anat (8)

Sharpe, William (7)

Main data


Where Gordon J. Alexander has published?


Journals with more than one article published# docs
Journal of Financial and Quantitative Analysis8
Journal of Banking & Finance7
Journal of Finance5
Journal of Financial Intermediation4
Journal of Financial Markets3
Journal of Financial Economics2
Journal of International Money and Finance2
Managerial and Decision Economics2
The Quarterly Review of Economics and Finance2
Journal of Economic Dynamics and Control2

Recent works citing Gordon J. Alexander (2024 and 2023)


YearTitle of citing document
2023Impact of Financial Liberalization on Firm Risk. (2023). Hsu, Oshamah Kun-Zhan ; Chang, Oshamah Yu-Cheng ; Lin, Oshamah Lin. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:27:y:2023:i:3:p:14-45.

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2023Sampling Distributions of Optimal Portfolio Weights and Characteristics in Low and Large Dimensions. (2019). Thors, Erik ; Parolya, Nestor ; Dette, Holger ; Bodnar, Taras. In: Papers. RePEc:arx:papers:1908.04243.

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2023Time-Consistent Asset Allocation for Risk Measures in a L\evy Market. (2023). Stadje, Mitja ; Fiessinger, Felix. In: Papers. RePEc:arx:papers:2305.09471.

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2023Benchmark Beating with the Increasing Convex Order. (2023). Xia, Jianming. In: Papers. RePEc:arx:papers:2311.01692.

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2023Does short sales deregulation affect qualitative information disclosure?. (2023). Chan, Kam C ; He, Jie. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1351-1380.

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2023Do investors affect financial analysts’ behavior? Evidence from short sellers. (2023). Li, Jenny ; Sheng, Jinfei ; Lo, Kin ; Ke, Yun. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:199-224.

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2023.

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2023Risk management in solar-based power plants with storage: a comparative study. (2023). Mora, Carlos Ruiz ; Oliveira, Fernando S. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:38369.

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2023Estimated Impact of Covid-19 on Exchange Rate Risk of Multinational Enterprises Operating in Emerging Markets. (2023). Khazeh, Kashi ; Manakyan, Herman ; Arvi, Leonard. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-04-4.

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2023Short-selling activities in the time of COVID-19. (2023). Zheng, Liyi ; Xu, Fangming ; Luu, Ellie. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838923000549.

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2023Parameter uncertainty in policy planning models: Using portfolio management methods to choose optimal policies under world market volatility. (2023). Mukashov, A. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:187-202.

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2023When trackers are aware of ESG: Do ESG ratings matter to tracking error portfolio performance?. (2023). Zhang, YI ; Wen, Limin ; Li, Junxue ; Ling, Aifan. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s026499932300158x.

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2023Portfolio selection: A target-distribution approach. (2023). Vrins, Frédéric ; Lassance, Nathan. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:1:p:302-314.

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2023Does green improve portfolio optimisation?. (2023). Moussa, Faten ; Boubaker, Sabri ; Banerjee, Ameet Kumar ; Akhtaruzzaman, MD. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003298.

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2023Liquidity Dry-ups in equity markets. (2023). Wang, Xiaoqiong ; Li, Chengcheng ; Kim, Donghyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000522.

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2023ETF ownership and firm-specific information in corporate bond returns. (2023). Mason, Joseph R ; Rhodes, Meredith E. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000623.

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2023The impact of short selling on dividend smoothing. (2023). Wu, Qiang ; Samuel, Gilna ; Francis, Bill B. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000177.

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2023Long-term liquidity effects of large-scale asset purchase programs: Evidence from the euro covered bond market. (2023). Weigerding, Michael. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:244-264.

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2023Return–volume nexus in financial markets: A survey of research. (2023). Yamani, Ehab. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000363.

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2023Market segmentation and international diversification across country and industry portfolios. (2023). Zaremba, Adam ; Yargi, Seher Goren ; Umutlu, Mehmet. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000806.

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2023Proposing Credit- and Sensitivity-Risk-Based Methodology to Address Corporate Bond Illiquidity Problem. (2023). Mehra, Rishi ; Arora, Ruchi. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:9:p:388-:d:1229117.

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2023.

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2023Regulation and De-Risking: Theoretical and Empirical Insights. (2023). Gregoriou, Andros ; Haar, Lawrence. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:6:p:104-:d:1162304.

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2023Trade-time clustering. (2023). Sun, Wei ; Jain, Pankaj K ; Black, Jeffrey R. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:3:d:10.1007_s11156-023-01125-8.

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2023Cross-listing and price efficiency: An institutional explanation. (2023). Sheng, Hsia Hua ; Yaar, Mahmut ; Rasheed, Abdul A ; Diniz-Maganini, Natalia. In: Journal of International Business Studies. RePEc:pal:jintbs:v:54:y:2023:i:2:d:10.1057_s41267-022-00524-8.

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2023Robust portfolio optimization for banking foundations: a CVaR approach for asset allocation with mandatory constraints. (2023). Laurini, Fabrizio ; Gandolfi, Gino ; Arcuri, Maria Cristina. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:31:y:2023:i:2:d:10.1007_s10100-022-00821-5.

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2023Mean-Variance-VaR portfolios: MIQP formulation and performance analysis. (2023). Tardella, Fabio ; Martino, Manuel L ; Cesarone, Francesco. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:45:y:2023:i:3:d:10.1007_s00291-023-00719-x.

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Works by Gordon J. Alexander:


YearTitleTypeCited
1979Market Timing Strategies in Convertible Debt Financing. In: Journal of Finance.
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article6
1984 Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs. In: Journal of Finance.
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article48
1985 More on Estimation Risk and Simple Rules for Optimal Portfolio Selection. In: Journal of Finance.
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article13
1987 Asset Pricing and Dual Listing on Foreign Capital Markets: A Note. In: Journal of Finance.
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article153
1993 Short Selling and Efficient Sets. In: Journal of Finance.
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article9
1976The Derivation of Efficient Sets In: Journal of Financial and Quantitative Analysis.
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article1
1977Mixed Security Testing of Alternative Portfolio Selection Models In: Journal of Financial and Quantitative Analysis.
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article2
1978A Reevaluation of Alternative Portfolio Selection Models Applied to Common Stocks In: Journal of Financial and Quantitative Analysis.
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article2
1980On the Estimation and Stability of Beta In: Journal of Financial and Quantitative Analysis.
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article20
1980Applying the Market Model to Long-Term Corporate Bonds In: Journal of Financial and Quantitative Analysis.
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article6
1982More on Beta as a Random Coefficient In: Journal of Financial and Quantitative Analysis.
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article13
1982Timing Decisions and the Behavior of Mutual Fund Systematic Risk In: Journal of Financial and Quantitative Analysis.
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article14
1988International Listings and Stock Returns: Some Empirical Evidence In: Journal of Financial and Quantitative Analysis.
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article130
2004Margin regulation and market quality: a microstructure analysis In: Journal of Corporate Finance.
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article5
2004Margin regulation and market quality: a microstructure analysis.(2004) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2002Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis In: Journal of Economic Dynamics and Control.
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article107
2008Active portfolio management with benchmarking: Adding a value-at-risk constraint In: Journal of Economic Dynamics and Control.
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article35
2017Portfolio selection with mental accounts and estimation risk In: Journal of Empirical Finance.
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article3
2008The effect of price tests on trader behavior and market quality: An analysis of Reg SHO In: Journal of Financial Markets.
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article46
2017Short selling and the pricing of closed-end funds In: Journal of Financial Markets.
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article1
2000The determinants of trading volume of high-yield corporate bonds In: Journal of Financial Markets.
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article54
1998Mutual fund shareholders: characteristics, investor knowledge, and sources of information In: Financial Services Review.
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article45
2020Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion In: Journal of Banking & Finance.
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article1
2006Portfolio selection with a drawdown constraint In: Journal of Banking & Finance.
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article26
2007Mean-variance portfolio selection with `at-risk constraints and discrete distributions In: Journal of Banking & Finance.
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article18
2010Active portfolio management with benchmarking: A frontier based on alpha In: Journal of Banking & Finance.
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article23
2011Portfolio selection with mental accounts and delegation In: Journal of Banking & Finance.
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article9
2012When more is less: Using multiple constraints to reduce tail risk In: Journal of Banking & Finance.
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article4
1985Using linear and goal programming to immunize bond portfolios In: Journal of Banking & Finance.
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article4
2013A comparison of the original and revised Basel market risk frameworks for regulating bank capital In: Journal of Economic Behavior & Organization.
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article4
1977An algorithmic approach to deriving the minimum-variance zero-beta portfolio In: Journal of Financial Economics.
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article1
2007An analysis of trade-size clustering and its relation to stealth trading In: Journal of Financial Economics.
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article78
2002Implications of a Reduction in Tick Size on Short-Sell Order Execution In: Journal of Financial Intermediation.
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article3
2009Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing In: Journal of Financial Intermediation.
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article1
2014The puzzling behavior of short sellers around earnings announcements In: Journal of Financial Intermediation.
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article4
1999Short Selling on the New York Stock Exchange and the Effects of the Uptick Rule In: Journal of Financial Intermediation.
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article13
2021Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule In: Journal of International Money and Finance.
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article0
2014Bank 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.
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article4
2006Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach In: Journal of Monetary Economics.
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article17
2001Does mutual fund disclosure at banks matter? Evidence from a survey of investors1 In: The Quarterly Review of Economics and Finance.
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article2
2007Guest Editorial In: The Quarterly Review of Economics and Finance.
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article0
2000What Does Nasdaqs High Yield Bond Market Reveal about Bondholder-Shareholder Conflict? In: Financial Management.
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article16
1977An Algorithm for Deriving the Capital Market Line In: Management Science.
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article0
2004A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model In: Management Science.
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article106
2007Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds In: Review of Financial Studies.
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article91
2009From Markowitz to modern risk management In: The European Journal of Finance.
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article10
2000On Back-Testing Zero-Investment Strategies. In: The Journal of Business.
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article7
1996A graphical note on European put thetas In: Journal of Futures Markets.
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article1
2017Bank Capital Regulation of Trading Portfolios: An Assessment of the Basel Framework In: Journal of Money, Credit and Banking.
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article2
1997Investor self-selection: evidence from a mutual fund survey In: Managerial and Decision Economics.
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article3
2009Reducing estimation risk in optimal portfolio selection when short sales are allowed In: Managerial and Decision Economics.
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article4
2020The Pricing of Exchange Traded Funds and the Roles of Primary and Secondary Market Participants In: Quarterly Journal of Finance (QJF).
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article0
2012Bank regulation and stability: An examination of the Basel market risk framework In: Discussion Papers.
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paper2

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