Gordon J. Alexander

Available identifiers

zbMath Open alexander.gordon-jMaRDI QIDQ844610

List of research outcomes

Publication	Date of Publication	Type
Active portfolio management with benchmarking: adding a value-at-risk constraint	2010-01-19	Paper
Economic implications of using a mean-VaR model for portfolio selection: a comparison with mean-variance analysis.	2002-07-15	Paper
An Algorithm for Deriving the Capital Market Line	1977-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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