Alexandre M. Baptista

Available identifiers

zbMath Open baptista.alexandre-mMaRDI QIDQ844611

List of research outcomes

Publication	Date of Publication	Type
Active portfolio management with benchmarking: adding a value-at-risk constraint	2010-01-19	Paper
On the non-existence of redundant options	2007-03-20	Paper
OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS	2005-10-27	Paper
Spanning with American options.	2003-07-30	Paper
Economic implications of using a mean-VaR model for portfolio selection: a comparison with mean-variance analysis.	2002-07-15	Paper

Research outcomes over time

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