Person
ISNI: 
0000 0001 1065 5199
https://isni.org/isni/0000000110655199
Name: 
Alexander, G. J.
Alexander, Gordon
Alexander, Gordon J.,
Александер, Гордон Дж
アレクサンダー, ゴードン・J
Dates: 
1947-
Creation class: 
article
Language material
Creation role: 
author
creator
Related names: 
Alexander, Gordon
Alexander, Gordon J
Alexander, Gordon J.
Bailey, Jeffery V.
Bailey, Jeffrey V.
Baptista, Alexandre M.
Benson, P George
Benson, P. George
Chervany, Norman L.
Cici, Gjergji
Edwards, Amy K.
Eger, Carol E.
Eun, Cheol S
Eun, Cheol S.
Ferri, Michael G.
Francis, Jack Clark
Gibson, Scott
Janakiramanan, S
Janakiramanan, S.
Jones, Jonathan D.
Kampmeyer, Joan M
Kuhnau, David B
Nigro, Peter J.
Ors, Evren
Peterson, Mark A.
Resnick, Bruce G
Resnick, Bruce G.
Sharpe, William F.
Sharpe, William F. (19..-....))
Sharpe, William Forsyth
Šlehofer, Zdeněk
Stover, Roger D
University of Michigan Graduate School of Business Administration
University of Minnesota / Carlson School of Management
Yan, Shu
Yan, Shu (1968-)
日興リサーチセンター
Titles: 
Active portfolio management with benchmarking: A frontier based on alpha
Active portfolio management with benchmarking: Adding a value-at-risk constraint
Algorithm for Deriving the Capital Market Line, An
algorithmic approach to deriving the minimum-variance zero-beta portfolio, An
analysis of trade-size clustering and its relation to stealth trading, An
Applying the Market Model to Long-Term Corporate Bonds
Asset Pricing and Dual Listing on Foreign Capital Markets: A Note.
Bank regulation and stability an examination of the Basel market risk framework ; [presented at the Joint Fall Conference Basel III and Beyond: Regulating and Supervising Banks in the Post-Crisis Era held by the Deutsche Bundesbank and the Centre for European Economic Research (ZEW) in Eltville from 19 to 20 October 2011]
comparison of the original and revised Basel market risk frameworks for regulating bank capital, A
Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model, A
Derivation of Efficient Sets, The
determinants of trading volume of high-yield corporate bonds, The
Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds
Does mutual fund disclosure at banks matter? Evidence from a survey of investors1
Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach
Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis
effect of price tests on trader behavior and market quality: An analysis of Reg SHO, The
From Markowitz to modern risk management
Fundamentals of investments
Gendai shōken tōshi kōza
General biology.
Guest Editorial
Implications of a Reduction in Tick Size on Short-Sell Order Execution
International Listings and Stock Returns: Some Empirical Evidence
Investice
Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs.
Investments
Investor self-selection: evidence from a mutual fund survey
Margin regulation and market quality: a microstructure analysis
Market Timing Strategies in Convertible Debt Financing.
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions
Mixed Security Testing of Alternative Portfolio Selection Models
More on Beta as a Random Coefficient
More on Estimation Risk and Simple Rules for Optimal Portfolio Selection.
Mutual fund shareholders: characteristics, investor knowledge, and sources of information
n85174364
On Back-Testing "Zero-Investment" Strategies.
On the Estimation and Stability of Beta
Portfolio analysis, c1986:
Portfolio selection models ; a theoretical and empirical investigation
Portfolio selection with a drawdown constraint
Portfolio selection with mental accounts and delegation
Reducing estimation risk in optimal portfolio selection when short sales are allowed
Reevaluation of Alternative Portfolio Selection Models Applied to Common Stocks, A
Short Selling and Efficient Sets.
Short Selling on the New York Stock Exchange and the Effects of the Uptick Rule
Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing
Timing Decisions and the Behavior of Mutual Fund Systematic Risk
Using linear and goal programming to immunize bond portfolios
What Does Nasdaq's High Yield Bond Market Reveal about Bondholder-Shareholder Conflict?
When more is less: Using multiple constraints to reduce tail risk
Инвестиции : [учебник для вузов по экономическим специальностям]
現代証券投資講座 : インベストメント・テクノロジーの基礎
Notes: 
Chair: Timothy J. Nantell
Thesis (Ph.D)--University of Michigan, 1975
Sources: 
VIAF DNB LAC LNB NDL NKC NUKAT SUDOC
NLN
NTA
OPENL