This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Gordon J. Alexander

Personal Details | Affiliation | Works
This is information that was supplied by Gordon Alexander in registering through RePEc. If you are Gordon J. Alexander , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Gordon
Middle Name: J.
Last Name: Alexander
Suffix:

RePEc Short-ID: pal215

Email:
Homepage:
Postal Address:
Phone:

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages

Works

| Articles | Access and download statistics | Citations (if any)|
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Articles

  1. Gordon Alexander, 2009. "From Markowitz to modern risk management," European Journal of Finance, Taylor and Francis Journals, vol. 15(5-6), pages 451-461. [Downloadable!] (restricted)

  2. Gordon J. Alexander & Alexandre M. Baptista & Shu Yan, 2009. "Reducing estimation risk in optimal portfolio selection when short sales are allowed," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 30(5), pages 281-305. [Downloadable!]

  3. Alexander, Gordon J. & Baptista, Alexandre M., 2009. "Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing," Journal of Financial Intermediation, Elsevier, vol. 18(1), pages 65-92, January. [Downloadable!] (restricted)

  4. Alexander, Gordon J. & Baptista, Alexandre M., 2008. "Active portfolio management with benchmarking: Adding a value-at-risk constraint," Journal of Economic Dynamics and Control, Elsevier, vol. 32(3), pages 779-820, March. [Downloadable!] (restricted)

  5. Alexander, Gordon J. & Peterson, Mark A., 2008. "The effect of price tests on trader behavior and market quality: An analysis of Reg SHO," Journal of Financial Markets, Elsevier, vol. 11(1), pages 84-111, February. [Downloadable!] (restricted)

  6. Alexander, Gordon J. & Peterson, Mark A., 2007. "An analysis of trade-size clustering and its relation to stealth trading," Journal of Financial Economics, Elsevier, vol. 84(2), pages 435-471, May. [Downloadable!] (restricted)

  7. Alexander, Gordon J., 2007. "Guest Editorial," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(5), pages 585-587, December. [Downloadable!] (restricted)

  8. Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu, 2007. "Mean-variance portfolio selection with `at-risk' constraints and discrete distributions," Journal of Banking & Finance, Elsevier, vol. 31(12), pages 3761-3781, December. [Downloadable!] (restricted)

  9. Gordon J. Alexander & Gjergji Cici & Scott Gibson, 2007. "Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 20(1), pages 125-150, January. [Downloadable!] (restricted)

  10. Alexander, Gordon J. & Baptista, Alexandre M., 2006. "Portfolio selection with a drawdown constraint," Journal of Banking & Finance, Elsevier, vol. 30(11), pages 3171-3189, November. [Downloadable!] (restricted)

  11. Alexander, Gordon J. & Baptista, Alexandre M., 2006. "Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach," Journal of Monetary Economics, Elsevier, vol. 53(7), pages 1631-1660, October. [Downloadable!] (restricted)

  12. Alexander, Gordon J. & Ors, Evren & Peterson, Mark A. & Seguin, Paul J., 2004. "Margin regulation and market quality: a microstructure analysis," Journal of Corporate Finance, Elsevier, vol. 10(4), pages 549-574, September. [Downloadable!] (restricted)

  13. Alexander, Gordon J. & Baptista, Alexandre M., 2002. "Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 26(7-8), pages 1159-1193, July. [Downloadable!] (restricted)

  14. Alexander, Gordon J. & Peterson, Mark A., 2002. "Implications of a Reduction in Tick Size on Short-Sell Order Execution," Journal of Financial Intermediation, Elsevier, vol. 11(1), pages 37-60, January. [Downloadable!] (restricted)

  15. Alexander, Gordon J. & Jones, Jonathan D. & Nigro, Peter J., 2001. "Does mutual fund disclosure at banks matter? Evidence from a survey of investors1," The Quarterly Review of Economics and Finance, Elsevier, vol. 41(3), pages 387-403. [Downloadable!] (restricted)

  16. Gordon J. Alexander & Amy K. Edwards & Michael G. Ferri, 2000. "What Does Nasdaq's High Yield Bond Market Reveal about Bondholder-Shareholder Conflict?," Financial Management, Financial Management Association, vol. 29(1), Spring.

  17. Alexander, Gordon J, 2000. "On Back-Testing "Zero-Investment" Strategies," Journal of Business, University of Chicago Press, vol. 73(2), pages 255-77, April. [Downloadable!] (restricted)

  18. Alexander, Gordon J. & Edwards, Amy K. & Ferri, Michael G., 2000. "The determinants of trading volume of high-yield corporate bonds," Journal of Financial Markets, Elsevier, vol. 3(2), pages 177-204, May. [Downloadable!] (restricted)

  19. Alexander, Gordon J. & Peterson, Mark A., 1999. "Short Selling on the New York Stock Exchange and the Effects of the Uptick Rule," Journal of Financial Intermediation, Elsevier, vol. 8(1-2), pages 90-116, January. [Downloadable!] (restricted)

  20. Alexander, Gordon J. & Jones, Jonathan D. & Nigro, Peter J., 1998. "Mutual fund shareholders: characteristics, investor knowledge, and sources of information," Financial Services Review, Elsevier, vol. 7(4), pages 301-316. [Downloadable!] (restricted)

  21. Gordon J. Alexander & Jonathan D. Jones & Peter J. Nigro, 1997. "Investor self-selection: evidence from a mutual fund survey," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 18(7-8), pages 719-729.

  22. Alexander, Gordon J, 1993. " Short Selling and Efficient Sets," Journal of Finance, American Finance Association, vol. 48(4), pages 1497-1506, September. [Downloadable!] (restricted)

  23. Alexander, Gordon J. & Eun, Cheol S. & Janakiramanan, S., 1988. "International Listings and Stock Returns: Some Empirical Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 23(02), pages 135-151, June. [Downloadable!]

  24. Alexander, Gordon J & Eun, Cheol S & Janakiramanan, S, 1987. " Asset Pricing and Dual Listing on Foreign Capital Markets: A Note," Journal of Finance, American Finance Association, vol. 42(1), pages 151-58, March. [Downloadable!] (restricted)

  25. Alexander, Gordon J & Resnick, Bruce G, 1985. " More on Estimation Risk and Simple Rules for Optimal Portfolio Selection," Journal of Finance, American Finance Association, vol. 40(1), pages 125-33, March. [Downloadable!] (restricted)

  26. Alexander, Gordon J. & Resnick, Bruce G., 1985. "Using linear and goal programming to immunize bond portfolios," Journal of Banking & Finance, Elsevier, vol. 9(1), pages 35-54, March. [Downloadable!] (restricted)

  27. Alexander, Gordon J & Benson, P George & Kampmeyer, Joan M, 1984. " Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs," Journal of Finance, American Finance Association, vol. 39(2), pages 503-17, June. [Downloadable!] (restricted)

  28. Alexander, Gordon J. & Benson, P. George, 1982. "More on Beta as a Random Coefficient," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 17(01), pages 27-36, March. [Downloadable!]

  29. Alexander, Gordon J. & Benson, P. George & Eger, Carol E., 1982. "Timing Decisions and the Behavior of Mutual Fund Systematic Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 17(04), pages 579-602, November. [Downloadable!]

  30. Alexander, Gordon J. & Chervany, Norman L., 1980. "On the Estimation and Stability of Beta," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(01), pages 123-137, March. [Downloadable!]

  31. Alexander, Gordon J., 1980. "Applying the Market Model to Long-Term Corporate Bonds," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(05), pages 1063-1080, December. [Downloadable!]

  32. Alexander, Gordon J & Stover, Roger D & Kuhnau, David B, 1979. "Market Timing Strategies in Convertible Debt Financing," Journal of Finance, American Finance Association, vol. 34(1), pages 143-55, March. [Downloadable!] (restricted)

  33. Alexander, Gordon J., 1978. "A Reevaluation of Alternative Portfolio Selection Models Applied to Common Stocks," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(01), pages 71-78, March. [Downloadable!]

  34. Alexander, Gordon J., 1977. "Mixed Security Testing of Alternative Portfolio Selection Models," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 12(05), pages 817-832, December. [Downloadable!]

  35. Alexander, Gordon J., 1977. "An algorithmic approach to deriving the minimum-variance zero-beta portfolio," Journal of Financial Economics, Elsevier, vol. 4(2), pages 231-236, March. [Downloadable!] (restricted)

  36. Alexander, Gordon J., 1976. "The Derivation of Efficient Sets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 11(05), pages 817-830, December. [Downloadable!]

Did you know? IDEAS was sponsored from 1997 to 2002 by the Université du Québec à Montréal.

This page was last updated on 2009-11-27.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.