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Gordon J. Alexander

Global rank #1726 98%

Institution: University of Minnesota

Primary Field: Finance (weighted toward more recent publications)

First Publication: 1976

Most Recent: 2021

RePEc ID: pal215 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.67 0.00 0.67
Last 10 Years 0.00 0.00 2.35 0.00 2.35
All Time 0.00 9.72 26.64 0.00 46.08

Publication Statistics

Raw Publications 35
Coauthorship-Adjusted Count 36.52

Publications (35)

Year Article Journal Tier Authors
2021 Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule Journal of International Money and Finance B 3
2020 Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion Journal of Banking & Finance B 3
2017 Bank Capital Regulation of Trading Portfolios: An Assessment of the Basel Framework Journal of Money, Credit, and Banking B 2
2014 The puzzling behavior of short sellers around earnings announcements Journal of Financial Intermediation B 3
2014 Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books Journal of International Money and Finance B 3
2013 A comparison of the original and revised Basel market risk frameworks for regulating bank capital Journal of Economic Behavior and Organization B 3
2012 When more is less: Using multiple constraints to reduce tail risk Journal of Banking & Finance B 3
2011 Portfolio selection with mental accounts and delegation Journal of Banking & Finance B 2
2010 Active portfolio management with benchmarking: A frontier based on alpha Journal of Banking & Finance B 2
2009 Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing Journal of Financial Intermediation B 2
2008 Active portfolio management with benchmarking: Adding a value-at-risk constraint Journal of Economic Dynamics and Control B 2
2007 Mean-variance portfolio selection with `at-risk' constraints and discrete distributions Journal of Banking & Finance B 3
2007 An analysis of trade-size clustering and its relation to stealth trading Journal of Financial Economics A 2
2007 Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds The Review of Financial Studies A 3
2006 Portfolio selection with a drawdown constraint Journal of Banking & Finance B 2
2006 Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach Journal of Monetary Economics A 2
2004 Margin regulation and market quality: a microstructure analysis Journal of Corporate Finance B 4
2002 Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis Journal of Economic Dynamics and Control B 2
2002 Implications of a Reduction in Tick Size on Short-Sell Order Execution Journal of Financial Intermediation B 2
1999 Short Selling on the New York Stock Exchange and the Effects of the Uptick Rule Journal of Financial Intermediation B 2
1993 Short Selling and Efficient Sets. Journal of Finance A 1
1988 International Listings and Stock Returns: Some Empirical Evidence Journal of Financial and Quantitative Analysis B 3
1987 Asset Pricing and Dual Listing on Foreign Capital Markets: A Note. Journal of Finance A 3
1985 More on Estimation Risk and Simple Rules for Optimal Portfolio Selection. Journal of Finance A 2
1985 Using linear and goal programming to immunize bond portfolios Journal of Banking & Finance B 2
1984 Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs. Journal of Finance A 3
1982 More on Beta as a Random Coefficient Journal of Financial and Quantitative Analysis B 2
1982 Timing Decisions and the Behavior of Mutual Fund Systematic Risk Journal of Financial and Quantitative Analysis B 3
1980 On the Estimation and Stability of Beta Journal of Financial and Quantitative Analysis B 2
1980 Applying the Market Model to Long-Term Corporate Bonds Journal of Financial and Quantitative Analysis B 1
1979 Market Timing Strategies in Convertible Debt Financing. Journal of Finance A 3
1978 A Reevaluation of Alternative Portfolio Selection Models Applied to Common Stocks Journal of Financial and Quantitative Analysis B 1
1977 Mixed Security Testing of Alternative Portfolio Selection Models Journal of Financial and Quantitative Analysis B 1
1977 An algorithmic approach to deriving the minimum-variance zero-beta portfolio Journal of Financial Economics A 1
1976 The Derivation of Efficient Sets Journal of Financial and Quantitative Analysis B 1