Alexandre M. Baptista

Finance · 2002–2004

A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 14 researchers here, as inferred from the citation graph.

Subfields

• Finance — 6 citations into it; #2,401 of 10,518 by trust here, #3,760 by citations

Whom Alexandre M. Baptista trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Gordon J. Alexander
2. John C. Hull

Who trusts Alexandre M. Baptista overall

1. Wing-Keung Wong
2. Gordon J. Alexander
3. Patrick Cheridito
4. K. Phoon
5. Xianghua Gan
6. Zhiguang Cao
7. Michael W. Brandt
8. Mitja Stadje
9. Hooi Hooi Lean

Papers from Alexandre M. Baptista's perspective

Ordered by how strongly the researchers Alexandre M. Baptista trusts endorse each paper. Same corpus, a different order for every researcher.

1. Optimal Portfolios with Bounded Capital at Risk
2. Portfolio Performance Evaluation Using Value at Risk
3. Global Portfolio Optimization
4. Risks and Portfolio Decisions Involving Hedge Funds
5. Options, Futures, and Other Derivatives
6. Investigating the Behavior of Idiosyncratic Volatility
7. The Seven Percent Solution
8. Issues in Assessing Trade Execution Costs
9. Short Interest, Institutional Ownership, and Stock Returns
10. Mutual Fund Performance: An Empirical Decomposition into Stock-Picking Talent, Style, Transactions Costs, and Expenses

Their papers

• Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis (2002) — 349 citations
• A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model (2004) — 339 citations
• Portfolio Performance Evaluation Using Value at Risk (2003) — 74 citations