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Disambiguation of "Alexander, Gordon J."

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Mean-variance portfolio selection with `at-risk' constraints and discrete distributions

, , and . Journal of Banking & Finance, 31 (12): 3761--3781 (December 2007)

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Alexander Gordon Shields

Gordon Alexander Pahnke

Alexander J Mrozek

Alexander J Wulf

Alexander J Schmidt

 

Other publications of authors with the same name

An analysis of trade-size clustering and its relation to stealth trading, and . Journal of Financial Economics, 84 (2): 435--471 (May 2007)Active portfolio management with benchmarking: Adding a value-at-risk constraint, and . Journal of Economic Dynamics and Control, 32 (3): 779--820 (March 2008)Portfolio selection with a drawdown constraint, and . Journal of Banking & Finance, 30 (11): 3171--3189 (November 2006)Mean-variance portfolio selection with `at-risk' constraints and discrete distributions, , and . Journal of Banking & Finance, 31 (12): 3761--3781 (December 2007)A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model., and . Manag. Sci., 50 (9): 1261-1273 (2004)An algorithmic approach to deriving the minimum-variance zero-beta portfolio. Journal of Financial Economics, 4 (2): 231--236 (March 1977)Does the Basle Capital Accord reduce bank fragility?: An assessment of the value-at-risk approach, and . Journal of Monetary Economics, 53 (7): 1631--1660 (October 2006)Investments, , and . Prentice Hall international editions Prentice Hall, Upper Saddle River, NJ u.a., 6. ed edition, (1999)Fundamentals of investments, , and . Prentice Hall finance series Prentice Hall, Upper Saddle River, NJ, 3. ed edition, (2001)Using linear and goal programming to immunize bond portfolios, and . Journal of Banking & Finance, 9 (1): 35--54 (March 1985)