Concepedia
Statistics
Publications
22
Citations
1.4K
H-Index
16
Active since
2001
Affiliations
George Washington University(Current)
University of Minnesota
Twin Cities Orthopedics
University of South Carolina
University of Arizona
Alexandre M. Baptista is an author at George Washington University specializing in finance, business, and portfolio selection.
Publications per year
2001–2016
A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model
Gordon J. Alexander, Alexandre M. Baptista · Management Science · 2004 · 342 citations
Business, Finance, Financial Management +17
Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis
Gordon J. Alexander, Alexandre M. Baptista · Journal of Economic Dynamics and Control · 2002 · 334 citations
Business, Economics, Finance +16
Active portfolio management with benchmarking: Adding a value-at-risk constraint
Gordon J. Alexander, Alexandre M. Baptista · Journal of Economic Dynamics and Control · 2007 · 76 citations
Business, Finance, Financial Management +14
Portfolio Performance Evaluation Using Value at Risk
Gordon J. Alexander, Alexandre M. Baptista · The Journal of Portfolio Management · 2003 · 75 citations
Management, Finance, Risk Management +16
Portfolio selection with a drawdown constraint
Gordon J. Alexander, Alexandre M. Baptista · Journal of Banking & Finance · 2006 · 69 citations
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