GORDON J. ALEXANDER
19 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0003-0335-0551
Carlson School of Management, University of Minnesota, Minneapolis, MN 55455, USA
Publications
- Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds — The Review of Financial Studies 2007
- An analysis of trade-size clustering and its relation to stealth trading — Journal of Financial Economics 2007 (name-matched, not ORCID-linked)
- A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model — Management Science 2004
- Short Selling and Efficient Sets — The Journal of Finance 1993
- International Listings and Stock Returns: Some Empirical Evidence — Journal of Financial and Quantitative Analysis 1988
- Asset Pricing and Dual Listing on Foreign Capital Markets: A Note — The Journal of Finance 1987
- More on Estimation Risk and Simple Rules for Optimal Portfolio Selection — The Journal of Finance 1985
- Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs — The Journal of Finance 1984
- More on Beta as a Random Coefficient — Journal of Financial and Quantitative Analysis 1982
- Timing Decisions and the Behavior of Mutual Fund Systematic Risk — Journal of Financial and Quantitative Analysis 1982
- On the Estimation and Stability of Beta — Journal of Financial and Quantitative Analysis 1980
- Applying the Market Model to Long-Term Corporate Bonds — Journal of Financial and Quantitative Analysis 1980
- Market Timing Strategies in Convertible Debt Financing — The Journal of Finance 1979
- Corporate Social Responsibility and Stock Market Performance — Academy of Management Journal 1978
- A Reevaluation of Alternative Portfolio Selection Models Applied to Common Stocks — Journal of Financial and Quantitative Analysis 1978
- An Algorithm for Deriving the Capital Market Line — Management Science 1977
- An algorithmic approach to deriving the minimum-variance zero-beta portfolio — Journal of Financial Economics 1977
- Mixed Security Testing of Alternative Portfolio Selection Models — Journal of Financial and Quantitative Analysis 1977
- The Derivation of Efficient Sets — Journal of Financial and Quantitative Analysis 1976