Alexandre M. Baptista - Publications, H-index & Citations

Alexandre M. Baptista

University of Minnesota Twin Cities

16H指数

62论文数

1.5K被引数

收录论文 10

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 background risk

JOURNAL OF BANKING & FINANCE

IF3.8

2012-04-01

PREAI

Baptista, Alexandre M.

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.

Active portfolio management with benchmarking: A frontier based on alpha

JOURNAL OF BANKING & FINANCE

IF3.8

2010-09-01

PREAI

Alexander, Gordon J.; Baptista, Alexandre M.

Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing

JOURNAL OF FINANCIAL INTERMEDIATION

IF3.7

2009-01-01

PREAI

Alexander, Gordon J.; Baptista, Alexandre M.

Optimal delegated portfolio management with background risk 具有背景风险的最优委托投资组合管理

JOURNAL OF BANKING & FINANCE

IF3.8

2008-06-01

PREAI

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.

研究方向