16
H index
22
i10 index
1200
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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Impact of Financial Liberalization on Firm Risk. (2023). Lin, Oshamah Lin ; Chang, Chong-Chuo ; Hsu, Oshamah Kun-Zhan. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:27:y:2023:i:3:p:14-45. Full description at Econpapers || Download paper |
| 2023 | Sampling 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. Full description at Econpapers || Download paper |
| 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 |
| 2023 | Benchmark Beating with the Increasing Convex Order. (2023). Xia, Jianming. In: Papers. RePEc:arx:papers:2311.01692. 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 |
| 2023 | Role of OTC options in stock price efficiency: Evidence from the Chinese market. (2023). Lv, Dayong ; Diao, Xundi ; Zhou, Yaping. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:4:p:4629-4655. Full description at Econpapers || Download paper |
| 2023 | Does 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. Full description at Econpapers || Download paper |
| 2023 | Do 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. 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 |
| 2023 | Risk 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. Full description at Econpapers || Download paper |
| 2023 | Estimated 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. Full description at Econpapers || Download paper |
| 2023 | Short-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. Full description at Econpapers || Download paper |
| 2023 | Parameter 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. Full description at Econpapers || Download paper |
| 2023 | When 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. 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 |
| 2023 | Portfolio 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. Full description at Econpapers || Download paper |
| 2023 | Does 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. Full description at Econpapers || Download paper |
| 2023 | Liquidity 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. 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 |
| 2023 | ETF 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. Full description at Econpapers || Download paper |
| 2023 | The 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. 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 | 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 |
| 2023 | Long-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. Full description at Econpapers || Download paper |
| 2023 | Return–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. Full description at Econpapers || Download paper |
| 2023 | Market 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. Full description at Econpapers || Download paper |
| 2023 | Implications of information sharing on blockchain adoption in reducing carbon emissions: A mean–variance analysis. (2023). Bai, Qingguo ; Xu, Xianhao ; Li, Zhiwen ; Xia, Peng ; Wang, Hongwei ; Chen, Cheng. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:178:y:2023:i:c:s1366554523002429. 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 |
| 2023 | Tunisian corporate bond market liquidity: a qualitative approach. (2023). Dabbou, Halim ; Berrich, Olfa. In: Qualitative Research in Financial Markets. RePEc:eme:qrfmpp:qrfm-04-2021-0057. Full description at Econpapers || Download paper |
| 2023 | Proposing 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. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Regulation 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. Full description at Econpapers || Download paper |
| 2023 | Trade-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. Full description at Econpapers || Download paper |
| 2023 | Cross-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. Full description at Econpapers || Download paper |
| 2023 | Exchange rate shocks and equity prices: the role of currency denomination. (2023). Oktay, Alex ; Baeriswyl, Romain ; Ramelet, Marc-Antoine. In: Working Papers. RePEc:snb:snbwpa:2023-05. Full description at Econpapers || Download paper |
| 2023 | Robust 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. Full description at Econpapers || Download paper |
| 2023 | Mean-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. 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 | 155 |
| 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 | 14 |
| 1988 | International Listings and Stock Returns: Some Empirical Evidence In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 131 |
| 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 | 110 |
| 2008 | Active portfolio management with benchmarking: Adding a value-at-risk constraint In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 37 |
| 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 | 47 |
| 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 | 56 |
| 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 | 18 |
| 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 | 4 |
| 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 | 78 |
| 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 | 17 |
| 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 | 112 |
| 2007 | Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 95 |
| 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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