Gordon J. Alexander - Publications, H-index & Citations

Gordon J. Alexander

机构信息待补充

20H指数

78论文数

2.0K被引数

收录论文 11

发表时间

Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion 具有心理账户的投资组合选择: 具有内生风险规避的均衡模型

JOURNAL OF BANKING & FINANCE

IF3.8

2020-01-01

PREAI

Alexander, Gordon J.; Baptista, Alexandre M.; Yan, Shu

When more is less: Using multiple constraints to reduce tail risk

JOURNAL OF BANKING & FINANCE

IF3.8

2012-10-01

PREAI

Alexander, Gordon J.; Baptista, Alexandre M.; Yan, Shu

Portfolio selection with mental accounts and delegation 基于心理账户和委托的投资组合选择

JOURNAL OF BANKING & FINANCE

IF3.8

2011-10-01

PREAI

Alexander, Gordon J.; Baptista, Alexandre M.

Mean-variance portfolio selection with 'at-risk' constraints and discrete distributions

JOURNAL OF BANKING & FINANCE

IF3.8

2007-12-01

PREAI

Alexander, Gordon J.; Baptista, Alexandre M.; Yan, Shu

Portfolio selection with a drawdown constraint

JOURNAL OF BANKING & FINANCE

IF3.8

2006-11-01

PREAI

Alexander, Gordon J.; Baptista, Alexandre M.

Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach

JOURNAL OF MONETARY ECONOMICS

IF4.1

2006-10-01

PREAI

Alexander, Gordon J.; Baptista, Alexandre M.

SHORT SELLING AND EFFICIENT SETS

JOURNAL OF FINANCE

IF9.5

1993-09-01

PREAI

ALEXANDER, GJ

THE MIT DICTIONARY OF MODERN ECONOMICS - PEARCE,DW 麻省理工学院现代经济学词典-皮尔斯，DW

JOURNAL OF FINANCE

IF9.5

1993-06-01

PREAI

ALEXANDER, GJ

GRADE QUICK - THE TEACHERS GRADE PROCESSOR - ABRAMS,DS

JOURNAL OF FINANCE

IF9.5

1992-09-01

PREAI

ALEXANDER, GJ

THE FOREIGN-EXCHANGE MARKET SIMULATOR - CORONEL,S, GOCEK,J, VARIN,JP

JOURNAL OF FINANCE

IF9.5

1990-12-01

PREAI

ALEXANDER, GJ

USING LINEAR AND GOAL PROGRAMMING TO IMMUNIZE BOND PORTFOLIOS

JOURNAL OF BANKING & FINANCE

IF3.8

1985-03-01

PREAI

ALEXANDER, GJ; RESNICK, BG

研究方向