Gordon J. Alexander : Citation Profile

University of Minnesota

16

H index

22

i10 index

1246

Citations

RESEARCH PRODUCTION:

52

Articles

2

Papers

1

Chapters

RESEARCH ACTIVITY:

   48 years (1976 - 2024). See details.
   Cites by year: 25
   Journals where Gordon J. Alexander has often published
   Relations with other researchers
   Recent citing documents: 54.    Total self citations: 21 (1.66 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pal215
   Updated: 2026-02-21    RAS profile: 2025-04-24    
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Relations with other researchers

Works with:

Yan, Shu (2)

Baptista, Alexandre (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 (47)

merton, robert (15)

Levine, Ross (12)

Basak, Suleyman (11)

Markowitz, Harry (10)

Rochet, Jean (10)

Artzner, Philippe (10)

Caprio, Gerard (9)

Danielsson, Jon (9)

Admati, Anat (8)

Yan, Shu (8)

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 International Money and Finance2
Managerial and Decision Economics2
Journal of Financial Economics2
Journal of Economic Dynamics and Control2
The Quarterly Review of Economics and Finance2

Recent works citing Gordon J. Alexander (2025 and 2024)

YearTitle of citing document
2024$\rho$-arbitrage and $\rho$-consistent pricing for star-shaped risk measures. (2024). Khan, Nazem ; Herdegen, Martin. In: Papers. RePEc:arx:papers:2202.07610.

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2024Time-Consistent Asset Allocation for Risk Measures in a L\evy Market. (2024). Stadje, Mitja ; Fiessinger, Felix. In: Papers. RePEc:arx:papers:2305.09471.

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2024Asset management with an ESG mandate. (2024). Azzone, Michele ; Barucci, Emilio ; Stocco, Davide. In: Papers. RePEc:arx:papers:2403.11622.

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2024Enhancing Risk Assessment in Transformers with Loss-at-Risk Functions. (2024). Liu, Kunpeng ; Zhang, Jinghan ; Xie, Henry. In: Papers. RePEc:arx:papers:2411.02558.

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2025The Interplay between Utility and Risk in Portfolio Selection. (2025). Baggiani, Leonardo ; Khan, Nazem ; Herdegen, Martin. In: Papers. RePEc:arx:papers:2509.10351.

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2025Do Mutual Funds Make Active and Skilled Liquidity Choices in Portfolio Management? Evidence from India. (2025). Agarwal, Pankaj K ; Pradhan, H K ; Saxena, Konark. In: Papers. RePEc:arx:papers:2510.02741.

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2024Repeated innovations and excessive spin‐offs. (2024). Mellabarral, Pierre ; Sabourian, Hamid. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:1:p:155-179.

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2024Short 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.

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2024A Horizon‐Based Decomposition of Mutual Fund Value Added Using Transactions. (2024). Han, Jungsuk ; Xing, Ran ; Ruan, Hongxun ; van Binsbergen, Jules. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:1831-1882.

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2024Value‐at‐Risk under Measurement Error. (2024). Taamouti, Abderrahim ; Song, Xiaojun ; Doukali, Mohamed. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:690-713.

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2024What’s so Inconvenient About TIPS?. (2024). Lee, Sukjoon ; Herrenbrueck, Lucas ; Geromichalos, Athanasios. In: Working Papers. RePEc:cda:wpaper:364.

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2025The impact of loosening regulatory requirements on firm innovation: Evidence from SEC rule 12h-6. (2025). Wang, Kun Tracy ; Zhu, Nathan Zhenghang. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:3:s0890838924001987.

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2025Imbalanced ESG investing?. (2025). Kouretas, Georgios ; Agoraki, Maria-Eleni ; Wu, Haoran ; Zhao, Binru. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s0929119925000781.

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2024Are 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.

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2024Multiple 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.

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2024Unlocking portfolio resilient and persistent risk: A holistic approach to unveiling potential grounds. (2024). Reis, Pedro Nogueira ; Soares, Antonio Pedro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001232.

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2025Active portfolio management in the face of ESG uncertainty: An agile framework for adaptive investment strategies. (2025). Li, Junxue ; Wen, Limin ; Zhang, YI ; Sheng, Jiliang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002201.

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2025Time-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.

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2025Dynamic growth-optimal portfolio choice under risk control. (2025). Xu, Zuo Quan ; Wei, Pengyu. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:1:p:325-340.

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2024Can 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.

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2024Choice for smart investment in mutual funds: Single- or multi-period performance ranks. (2024). Ha, Yeonjeong ; Oh, Haejune. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010838.

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2024Benchmark-based strategy for minimizing Riskiness. (2024). Yang, Jen-Wei. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012473.

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2024Mutual 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.

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2025Do convertible bond issuances increase the firm value in China? – Evidence from domestic and offshore issuances. (2025). Garg, Vipul Kumar ; Subramaniam, Sowmya. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325002533.

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2024Strategic trading as a response to short sellers. (2024). Tubaldi, Roberto ; Massa, Massimo ; di Maggio, Marco ; Franzoni, Francesco. In: Journal of Financial Markets. RePEc:eee:finmar:v:69:y:2024:i:c:s1386418124000296.

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2025Does the threat of short selling discipline management? Evidence from default risk changes around regulation SHO. (2025). Li, Keming ; Nishikawa, Takeshi ; Rao, Ramesh P. In: Journal of Financial Markets. RePEc:eee:finmar:v:73:y:2025:i:c:s1386418124000788.

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2024Linkages between financial and macroeconomic indicators in emerging markets and developing economies. (2024). Michaelides, Michael ; Liang, Zhongwen ; Loungani, Prakash ; Biswas, Rita. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000796.

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2024Tail mean-variance portfolio selection with estimation risk. (2024). Huang, Zhenzhen ; Wei, Pengyu ; Weng, Chengguo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:218-234.

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2025The effect of margin trading, stock index futures, and firm characteristics on stock price synchronicity: Evidence from China. (2025). Bei, Chengcheng ; Ma, Yulong ; Fonseka, Mohan ; Samarakoon, Lalith P. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:102:y:2025:i:c:s1042443125000551.

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2024Implicit barriers, market integration and asset prices: Evidence from the inclusion of China A-shares in MSCI global indices. (2024). Wei, Zhihua ; Sun, Qian ; Li, BO. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:93:y:2024:i:c:s1042443124000647.

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2024Interaction effects in the cross-section of country and industry returns. (2024). Umar, Zaghum ; Umutlu, Mehmet ; Mercik, Aleksander ; Zaremba, Adam. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001171.

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2024Sustainable 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.

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2025Liquidity picking and fund performance. (2025). Jiao, Feng ; Sarkissian, Sergei ; Schumacher, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:170:y:2025:i:c:s0304405x25000935.

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2024Foreign institutional ownership and Cross-Listing. (2024). Kong, Xiangting ; Yan, Shuo ; Tsang, Albert. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001808.

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2024An 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.

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2024Downward 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.

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2025Reversal of divergent decisions: Wise or hasty decisions?. (2025). Andreu, Laura ; Gimeno, Ruth ; Serrano, Miguel ; Sarto, Jos Luis. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000583.

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2024The 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.

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2024Risk hedging for VaR-constrained newsvendors. (2024). Wang, Xinyu ; Sethi, Suresh P ; Chang, Shuhua ; Li, Jiajing. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:181:y:2024:i:c:s1366554523003538.

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2025Past, Present, and Future Research Trajectories on Retail Investor Behaviour: A Composite Bibliometric Analysis and Literature Review. (2025). Simonn, Finn Christian. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:2:p:105-:d:1672810.

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2024Dynamic Mean–Variance Portfolio Optimization with Value-at-Risk Constraint in Continuous Time. (2024). Wu, Weiping ; Wang, Tongyao ; Pan, Qitong ; Zhou, KE ; Gao, Jianjun. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:14:p:2268-:d:1439159.

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2025Sales Mode Selection and Blockchain Adoption for Platform Supply Chain Under Risk Aversion. (2025). Liu, Fengzhi ; Jing, YU. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:13:p:2184-:d:1694765.

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2025Multi-Objective Optimization with a Closed-Form Solution for Capital Allocation in Environmental Energy Stock Portfolio. (2025). Azahra, Astrid Sulistya ; Prihanto, Igif Gimin ; Agung, Moch Panji ; Effendie, Adhitya Ronnie ; Ibrahim, Riza Andrian. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:17:p:2844-:d:1741594.

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2024Minimum VaR and minimum CVaR optimal portfolios: The case of singular covariance matrix. (2024). Mazur, Stepan ; Oleynik, Anna ; Gulliksson, Mrten. In: Working Papers. RePEc:hhs:oruesi:2024_009.

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2024Exact and Heuristic Solution Techniques for Mixed-Integer Quantile Minimization Problems. (2024). Petris, Matteo ; Schmidt, Martin ; Labbe, Martine ; Roland, Marius ; Cattaruzza, Diego. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:36:y:2024:i:4:p:1084-1107.

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2025Multi-Stage International Portfolio Selection with Factor-Based Scenario Tree Generation. (2025). Ji, Bingbing ; Chen, Zhiping ; Mei, YU ; Liu, Jia. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-024-10699-x.

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2025Minimum capital requirement portfolios according to the new Basel framework for market risk. (2025). Avellone, Alessandro ; Foroni, Ilaria ; Pederzoli, Chiara. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:39:y:2025:i:2:d:10.1007_s11408-024-00454-5.

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2024Soft information in portfolio management. (2024). Wang, Qinghai ; Shen, Tao ; Qu, Yuanyu ; Chen, Honghui. In: SocArXiv. RePEc:osf:socarx:84tfm.

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2024Soft information in portfolio management. (2024). Wang, Qinghai ; Shen, Tao ; Qu, Yuanyu ; Chen, Honghui. In: SocArXiv. RePEc:osf:socarx:84tfm_v1.

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2024High price impact trades identication and its implication for volatility and price efficiency. (2024). Dionne, Georges ; Zhou, Xiaozhou. In: Working Papers. RePEc:ris:crcrmw:2024_003.

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2024Equity 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.

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2024Using stochastic frontier analysis instead of data envelopment analysis in modelling investment performance. (2024). Lamb, John D ; Tee, Kai-Hong. In: Annals of Operations Research. RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05428-w.

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2024Risk-adjusted exponential gradient strategies for online portfolio selection. (2024). Xie, Xiuying ; He, Jinan ; Peng, Fangping. In: Journal of Combinatorial Optimization. RePEc:spr:jcomop:v:48:y:2024:i:1:d:10.1007_s10878-024-01187-x.

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2024Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples. (2024). Zhou, Jinyu ; Yan, Jigao ; Cheng, Dongya. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:6:d:10.1007_s00362-023-01525-x.

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Works by Gordon J. Alexander:

YearTitleTypeCited
1979Market Timing Strategies in Convertible Debt Financing. In: Journal of Finance.
[Full Text][Citation analysis]		article6
1984 Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs. In: Journal of Finance.
[Full Text][Citation analysis]		article50
1985 More on Estimation Risk and Simple Rules for Optimal Portfolio Selection. In: Journal of Finance.
[Full Text][Citation analysis]		article13
1987 Asset Pricing and Dual Listing on Foreign Capital Markets: A Note. In: Journal of Finance.
[Full Text][Citation analysis]		article159
1993 Short Selling and Efficient Sets. In: Journal of Finance.
[Full Text][Citation analysis]		article9
1976The Derivation of Efficient Sets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article1
1977Mixed Security Testing of Alternative Portfolio Selection Models In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article2
1978A Reevaluation of Alternative Portfolio Selection Models Applied to Common Stocks In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article2
1980On the Estimation and Stability of Beta In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article20
1980Applying the Market Model to Long-Term Corporate Bonds In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article6
1982More on Beta as a Random Coefficient In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article14
1982Timing Decisions and the Behavior of Mutual Fund Systematic Risk In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article15
1988International Listings and Stock Returns: Some Empirical Evidence In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article134
2004Margin regulation and market quality: a microstructure analysis In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article8
2004Margin regulation and market quality: a microstructure analysis.(2004) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 8		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.
[Full Text][Citation analysis]		article117
2008Active portfolio management with benchmarking: Adding a value-at-risk constraint In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article39
2017Portfolio selection with mental accounts and estimation risk In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article3
2008The effect of price tests on trader behavior and market quality: An analysis of Reg SHO In: Journal of Financial Markets.
[Full Text][Citation analysis]		article49
2017Short selling and the pricing of closed-end funds In: Journal of Financial Markets.
[Full Text][Citation analysis]		article1
2000The determinants of trading volume of high-yield corporate bonds In: Journal of Financial Markets.
[Full Text][Citation analysis]		article58
1998Mutual fund shareholders: characteristics, investor knowledge, and sources of information In: Financial Services Review.
[Full Text][Citation analysis]		article47
2020Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
2006Portfolio selection with a drawdown constraint In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article28
2007Mean-variance portfolio selection with `at-risk constraints and discrete distributions In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article19
2010Active portfolio management with benchmarking: A frontier based on alpha In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article26
2011Portfolio selection with mental accounts and delegation In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article9
2012When more is less: Using multiple constraints to reduce tail risk In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article5
1985Using linear and goal programming to immunize bond portfolios In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article4
2013A comparison of the original and revised Basel market risk frameworks for regulating bank capital In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article4
1977An algorithmic approach to deriving the minimum-variance zero-beta portfolio In: Journal of Financial Economics.
[Full Text][Citation analysis]		article1
2007An analysis of trade-size clustering and its relation to stealth trading In: Journal of Financial Economics.
[Full Text][Citation analysis]		article80
2002Implications of a Reduction in Tick Size on Short-Sell Order Execution In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article3
2009Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article1
2014The puzzling behavior of short sellers around earnings announcements In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article4
1999Short Selling on the New York Stock Exchange and the Effects of the Uptick Rule In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article1
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.
[Full Text][Citation analysis]		article5
2006Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article19
2001Does mutual fund disclosure at banks matter? Evidence from a survey of investors1 In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article3
2007Guest Editorial In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article0
2000What Does Nasdaqs High Yield Bond Market Reveal about Bondholder-Shareholder Conflict? In: Financial Management.
[Citation analysis]		article16
1977An Algorithm for Deriving the Capital Market Line In: Management Science.
[Full Text][Citation analysis]		article0
2004A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model In: Management Science.
[Full Text][Citation analysis]		article120
2007Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds In: The Review of Financial Studies.
[Full Text][Citation analysis]		article100
2009From Markowitz to modern risk management In: The European Journal of Finance.
[Full Text][Citation analysis]		article10
2000On Back-Testing Zero-Investment Strategies. In: The Journal of Business.
[Full Text][Citation analysis]		article7
2015On Regulatory Responses to the Recent Crisis: An Assessment of the Basel Market Risk Framework and the Volcker Rule In: Financial Markets, Institutions & Instruments.
[Full Text][Citation analysis]		article0
1996A graphical note on European put thetas In: Journal of Futures Markets.
[Full Text][Citation analysis]		article1
2017Bank Capital Regulation of Trading Portfolios: An Assessment of the Basel Framework In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article2
1997Investor self-selection: evidence from a mutual fund survey In: Managerial and Decision Economics.
[Citation analysis]		article4
2009Reducing estimation risk in optimal portfolio selection when short sales are allowed In: Managerial and Decision Economics.
[Full Text][Citation analysis]		article5
2020The Pricing of Exchange Traded Funds and the Roles of Primary and Secondary Market Participants In: Quarterly Journal of Finance (QJF).
[Full Text][Citation analysis]		article0
2024A Correlation-Based Portfolio Choice Algorithm In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2012Bank regulation and stability: An examination of the Basel market risk framework In: Discussion Papers.
[Full Text][Citation analysis]		paper2

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