Gordon J. Alexander

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Affiliations

• University of Minnesota / Carlson School of Management
  • EDIRC entry
  • location:

Research profile

author of:

• Market Timing Strategies in Convertible Debt Financing (RePEc:bla:jfinan:v:34:y:1979:i:1:p:143-55)
  by Alexander, Gordon J & Stover, Roger D & Kuhnau, David B
• Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs (RePEc:bla:jfinan:v:39:y:1984:i:2:p:503-17)
  by Alexander, Gordon J & Benson, P George & Kampmeyer, Joan M
• More on Estimation Risk and Simple Rules for Optimal Portfolio Selection (RePEc:bla:jfinan:v:40:y:1985:i:1:p:125-33)
  by Alexander, Gordon J & Resnick, Bruce G
• Asset Pricing and Dual Listing on Foreign Capital Markets: A Note (RePEc:bla:jfinan:v:42:y:1987:i:1:p:151-58)
  by Alexander, Gordon J & Eun, Cheol S & Janakiramanan, S
• Short Selling and Efficient Sets (RePEc:bla:jfinan:v:48:y:1993:i:4:p:1497-1506)
  by Alexander, Gordon J
• The Derivation of Efficient Sets (RePEc:cup:jfinqa:v:11:y:1976:i:05:p:817-830_02)
  by Alexander, Gordon J.
• Mixed Security Testing of Alternative Portfolio Selection Models (RePEc:cup:jfinqa:v:12:y:1977:i:05:p:817-832_02)
  by Alexander, Gordon J.
• A Reevaluation of Alternative Portfolio Selection Models Applied to Common Stocks (RePEc:cup:jfinqa:v:13:y:1978:i:01:p:71-78_00)
  by Alexander, Gordon J.
• On the Estimation and Stability of Beta (RePEc:cup:jfinqa:v:15:y:1980:i:01:p:123-137_00)
  by Alexander, Gordon J. & Chervany, Norman L.
• Applying the Market Model to Long-Term Corporate Bonds (RePEc:cup:jfinqa:v:15:y:1980:i:05:p:1063-1080_01)
  by Alexander, Gordon J.
• More on Beta as a Random Coefficient (RePEc:cup:jfinqa:v:17:y:1982:i:01:p:27-36_01)
  by Alexander, Gordon J. & Benson, P. George
• Timing Decisions and the Behavior of Mutual Fund Systematic Risk (RePEc:cup:jfinqa:v:17:y:1982:i:04:p:579-602_01)
  by Alexander, Gordon J. & Benson, P. George & Eger, Carol E.
• International Listings and Stock Returns: Some Empirical Evidence (RePEc:cup:jfinqa:v:23:y:1988:i:02:p:135-151_01)
  by Alexander, Gordon J. & Eun, Cheol S. & Janakiramanan, S.
• Margin regulation and market quality: a microstructure analysis (RePEc:eee:corfin:v:10:y:2004:i:4:p:549-574)
  by Alexander, Gordon J. & Ors, Evren & Peterson, Mark A. & Seguin, Paul J.
• Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis (RePEc:eee:dyncon:v:26:y:2002:i:7-8:p:1159-1193)
  by Alexander, Gordon J. & Baptista, Alexandre M.
• Active portfolio management with benchmarking: Adding a value-at-risk constraint (RePEc:eee:dyncon:v:32:y:2008:i:3:p:779-820)
  by Alexander, Gordon J. & Baptista, Alexandre M.
• Portfolio selection with mental accounts and estimation risk (RePEc:eee:empfin:v:41:y:2017:i:c:p:161-186)
  by Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu
• The effect of price tests on trader behavior and market quality: An analysis of Reg SHO (RePEc:eee:finmar:v:11:y:2008:i:1:p:84-111)
  by Alexander, Gordon J. & Peterson, Mark A.
• The determinants of trading volume of high-yield corporate bonds (RePEc:eee:finmar:v:3:y:2000:i:2:p:177-204)
  by Alexander, Gordon J. & Edwards, Amy K. & Ferri, Michael G.
• Short selling and the pricing of closed-end funds (RePEc:eee:finmar:v:33:y:2017:i:c:p:124-142)
  by Alexander, Gordon J. & Peterson, Mark A.
• Mutual fund shareholders: characteristics, investor knowledge, and sources of information (RePEc:eee:finser:v:7:y:1998:i:4:p:301-316)
  by Alexander, Gordon J. & Jones, Jonathan D. & Nigro, Peter J.
• Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion (RePEc:eee:jbfina:v:110:y:2020:i:c:s0378426619301669)
  by Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu
• Portfolio selection with a drawdown constraint (RePEc:eee:jbfina:v:30:y:2006:i:11:p:3171-3189)
  by Alexander, Gordon J. & Baptista, Alexandre M.
• Mean-variance portfolio selection with `at-risk' constraints and discrete distributions (RePEc:eee:jbfina:v:31:y:2007:i:12:p:3761-3781)
  by Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu
• Active portfolio management with benchmarking: A frontier based on alpha (RePEc:eee:jbfina:v:34:y:2010:i:9:p:2185-2197)
  by Alexander, Gordon J. & Baptista, Alexandre M.
• Portfolio selection with mental accounts and delegation (RePEc:eee:jbfina:v:35:y:2011:i:10:p:2637-2656)
  by Alexander, Gordon J. & Baptista, Alexandre M.
• When more is less: Using multiple constraints to reduce tail risk (RePEc:eee:jbfina:v:36:y:2012:i:10:p:2693-2716)
  by Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu
• Using linear and goal programming to immunize bond portfolios (RePEc:eee:jbfina:v:9:y:1985:i:1:p:35-54)
  by Alexander, Gordon J. & Resnick, Bruce G.
• A comparison of the original and revised Basel market risk frameworks for regulating bank capital (RePEc:eee:jeborg:v:85:y:2013:i:c:p:249-268)
  by Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu
• An algorithmic approach to deriving the minimum-variance zero-beta portfolio (RePEc:eee:jfinec:v:4:y:1977:i:2:p:231-236)
  by Alexander, Gordon J.
• An analysis of trade-size clustering and its relation to stealth trading (RePEc:eee:jfinec:v:84:y:2007:i:2:p:435-471)
  by Alexander, Gordon J. & Peterson, Mark A.
• Implications of a Reduction in Tick Size on Short-Sell Order Execution (RePEc:eee:jfinin:v:11:y:2002:i:1:p:37-60)
  by Alexander, Gordon J. & Peterson, Mark A.
• Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing (RePEc:eee:jfinin:v:18:y:2009:i:1:p:65-92)
  by Alexander, Gordon J. & Baptista, Alexandre M.
• The puzzling behavior of short sellers around earnings announcements (RePEc:eee:jfinin:v:23:y:2014:i:2:p:255-278)
  by Alexander, Gordon J. & Peterson, Mark A. & Beardsley, Xiaoxin Wang
• Short Selling on the New York Stock Exchange and the Effects of the Uptick Rule (RePEc:eee:jfinin:v:8:y:1999:i:1-2:p:90-116)
  by Alexander, Gordon J. & Peterson, Mark A.
• Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule (RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001418)
  by Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu
• Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books (RePEc:eee:jimfin:v:43:y:2014:i:c:p:107-130)
  by Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu
• Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach (RePEc:eee:moneco:v:53:y:2006:i:7:p:1631-1660)
  by Alexander, Gordon J. & Baptista, Alexandre M.
• Does mutual fund disclosure at banks matter? Evidence from a survey of investors1 (RePEc:eee:quaeco:v:41:y:2001:i:3:p:387-403)
  by Alexander, Gordon J. & Jones, Jonathan D. & Nigro, Peter J.
• Guest Editorial (RePEc:eee:quaeco:v:47:y:2007:i:5:p:585-587)
  by Alexander, Gordon J.
• What Does Nasdaq's High Yield Bond Market Reveal about Bondholder-Shareholder Conflict? (RePEc:fma:fmanag:alexander0)
  by Gordon J. Alexander & Amy K. Edwards & Michael G. Ferri
• Margin regulation and market quality: a microstructure analysis (RePEc:hal:journl:hal-00460981)
  by Evren Ors & Gordon J. Alexander & Mark A. Peterson & Paul J. Seguin
• An Algorithm for Deriving the Capital Market Line (RePEc:inm:ormnsc:v:23:y:1977:i:11:p:1183-1186)
  by Gordon J. Alexander
• A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model (RePEc:inm:ormnsc:v:50:y:2004:i:9:p:1261-1273)
  by Gordon J. Alexander & Alexandre M. Baptista
• Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds (RePEc:oup:rfinst:v:20:y:2007:i:1:p:125-150)
  by Gordon J. Alexander & Gjergji Cici & Scott Gibson
• From Markowitz to modern risk management (RePEc:taf:eurjfi:v:15:y:2009:i:5-6:p:451-461)
  by Gordon Alexander
• On Back-Testing "Zero-Investment" Strategies (RePEc:ucp:jnlbus:v:73:y:2000:i:2:p:255-77)
  by Alexander, Gordon J
• A graphical note on European put thetas (RePEc:wly:jfutmk:v:16:y:1996:i:2:p:201-209)
  by Gordon J. Alexander & Michael Stutzer
• Bank Capital Regulation of Trading Portfolios: An Assessment of the Basel Framework (RePEc:wly:jmoncb:v:49:y:2017:i:4:p:603-634)
  by Gordon J. Alexander & Alexandre M. Baptista
• Investor self-selection: evidence from a mutual fund survey (RePEc:wly:mgtdec:v:18:y:1997:i:7-8:p:719-729)
  by Gordon J. Alexander & Jonathan D. Jones & Peter J. Nigro
• Reducing estimation risk in optimal portfolio selection when short sales are allowed (RePEc:wly:mgtdec:v:30:y:2009:i:5:p:281-305)
  by Gordon J. Alexander & Alexandre M. Baptista & Shu Yan
• The Pricing of Exchange Traded Funds and the Roles of Primary and Secondary Market Participants (RePEc:wsi:qjfxxx:v:10:y:2020:i:03:n:s2010139220500135)
  by Gordon J. Alexander & Mark A. Peterson
• A Correlation-Based Portfolio Choice Algorithm (RePEc:wsi:wschap:9789811269943_0048)
  by Jonathan Ross & Joshua Madsen & Gordon Alexander
• Bank regulation and stability: An examination of the Basel market risk framework (RePEc:zbw:bubdps:092012)
  by Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu