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Alexandre M. Baptista

Global rank #4353 95%

Institution: George Washington University

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://blogs.gwu.edu/alexbapt/

First Publication: 2002

Most Recent: 2021

RePEc ID: pba123 ↗

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 3.02 17.09 0.00 23.12

Publication Statistics

Raw Publications 18
Coauthorship-Adjusted Count 20.19

Publications (18)

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 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
2012 Portfolio selection with mental accounts and background risk Journal of Banking & Finance B 1
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
2008 Optimal delegated portfolio management with background risk Journal of Banking & Finance B 1
2007 Mean-variance portfolio selection with `at-risk' constraints and discrete distributions Journal of Banking & Finance B 3
2007 On the Non-Existence of Redundant Options Economic Theory B 1
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
2003 Spanning with American options Journal of Economic Theory A 1
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