| Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis GJ Alexander, AM Baptista Journal of Economic Dynamics and Control 26 (7-8), 1159-1193, 2002 | 557 | 2002 |
| A comparison of VaR and CVaR constraints on portfolio selection with the mean-variance model GJ Alexander, AM Baptista Management science 50 (9), 1261-1273, 2004 | 455 | 2004 |
| Portfolio performance evaluation using value at risk GJ Alexander, AM Baptista The Journal of Portfolio Management 29 (4), 93-102, 2003 | 117 | 2003 |
| Active portfolio management with benchmarking: Adding a value-at-risk constraint GJ Alexander, AM Baptista Journal of Economic Dynamics and Control 32 (3), 779-820, 2008 | 98 | 2008 |
| Portfolio selection with mental accounts and background risk AM Baptista Journal of banking & Finance 36 (4), 968-980, 2012 | 90 | 2012 |
| Portfolio selection with a drawdown constraint GJ Alexander, AM Baptista Journal of Banking & Finance 30 (11), 3171-3189, 2006 | 85 | 2006 |
| Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach GJ Alexander, AM Baptista Journal of Monetary Economics 53 (7), 1631-1660, 2006 | 84 | 2006 |
| Optimal delegated portfolio management with background risk AM Baptista Journal of Banking & Finance 32 (6), 977-985, 2008 | 77 | 2008 |
| Active portfolio management with benchmarking: A frontier based on alpha GJ Alexander, AM Baptista Journal of Banking & Finance 34 (9), 2185-2197, 2010 | 70 | 2010 |
| Mean–variance portfolio selection with ‘at-risk’constraints and discrete distributions GJ Alexander, AM Baptista, S Yan Journal of Banking & Finance 31 (12), 3761-3781, 2007 | 59 | 2007 |
| CVaR as a measure of Risk: Implications for Portfolio Selection GJ Alexander, AM Baptista EFA 2003 Annual Conference Paper, 2003 | 53 | 2003 |
| Portfolio selection with mental accounts and delegation GJ Alexander, AM Baptista Journal of Banking & Finance 35 (10), 2637-2656, 2011 | 51 | 2011 |
| Portfolio selection with mental accounts and estimation risk GJ Alexander, AM Baptista, S Yan Journal of Empirical Finance 41, 161-186, 2017 | 37 | 2017 |
| A Var-Constrained Mean-Variance Model: Implications for Portfolio Selection and the Basle Capital Accord. GJ Alexander, AM Baptista EFA 2001 Barcelona Meetings, 2001 | 34 | 2001 |
| A comparison of the original and revised Basel market risk frameworks for regulating bank capital GJ Alexander, AM Baptista, S Yan Journal of Economic Behavior & Organization 85, 249-268, 2013 | 30 | 2013 |
| When more is less: Using multiple constraints to reduce tail risk GJ Alexander, AM Baptista, S Yan Journal of Banking & Finance 36 (10), 2693-2716, 2012 | 18 | 2012 |
| On the non-existence of redundant options AM Baptista Economic Theory 31 (2), 205-212, 2007 | 17 | 2007 |
| Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing GJ Alexander, AM Baptista Journal of Financial Intermediation 18 (1), 65-92, 2009 | 16* | 2009 |
| Options and efficiency in multidate security markets AM Baptista Mathematical Finance: An International Journal of Mathematics, Statistics …, 2005 | 13 | 2005 |
| Spanning with American options AM Baptista Journal of Economic Theory 110 (2), 264-289, 2003 | 13 | 2003 |
