Instituição

Nome:
U Minnesota
Artigos 36:

Bank Capital, Borrower Power, and Loan Rates
João Santos, Andrew Winton
Review Of Financial Studies, vol. 32, 2019, p. 4501-4541.

Adaptation and Approximate Strategies for Solving the Lot-Sizing and Scheduling Problem under Multistage Demand Uncertainty
Eduardo Curcio, Pedro Amorim, Qi Zhang, Bernardo Almada-Lobo
International Journal of Production Economics, vol. 202, 2018, p. 81-96.

Bank Capital Regulation of Trading Portfolios: An Assessment of the Basel Framework
Gordon Alexander, Alexandre M. Baptista
Journal Of Money, Credit And Banking, vol. 49, 2017, p. 603-634.

Portfolio Selection with Mental Accounts and Estimation Risk
Gordon Alexander, Alexandre M. Baptista, Shu Yan
Journal Of Empirical Finance, vol. 41, 2017, p. 161-186.

Dividend Dynamics and the Term Structure of Dividend Strips
Frederico Belo, Pierre Collin-Dufresne, Robert Goldstein
Journal of Finance, vol. 70, 2015, p. 1115-1160.

Dividend Dynamics and the Term Structure of Dividend Strips
Frederico Belo, Pierre Collin-Dufresne, Robert Goldstein
Journal of Finance, vol. 70, 2015, p. 1115-1160.

On Regulatory Responses to the Recent Crisis: An Assessment of the Basel Market Risk Framework and the Volcker Rule
Gordon Alexander, Alexandre M. Baptista, Shu Yan
Financial Markets Institutions And Instruments, vol. 24, 2015, p. 87-125.

Bank Regulation and International Financial Stability: A Case against the 2006 Basel Framework for Controlling Tail Risk in Trading Books
Gordon Alexander, Alexandre M. Baptista, Shu Yan
Journal of International Money and Finance, vol. 43, 2014, p. 107-130.

Brand Capital and Firm Value
Frederico Belo, Xiaoji Lin, Maria Ana Vitorino
Review of Economic Dynamics, vol. 17, 2014, p. 150-169.

Brand Capital and Firm Value
Frederico Belo, Xiaoji Lin, Maria Ana Vitorino
Review of Economic Dynamics, vol. 17, 2014, p. 150-169.

Labor Hiring, Investment, and Stock Return Predictability in the Cross Section
Frederico Belo, Xiaoji Lin, Santiago Bazdresch
Journal of Political Economy, vol. 122, 2014, p. 129-177.

Labor Hiring, Investment, and Stock Return Predictability in the Cross Section
Frederico Belo, Xiaoji Lin, Santiago Bazdresch
Journal of Political Economy, vol. 122, 2014, p. 129-177.

A Comparison of the Original and Revised Basel Market Risk Frameworks for Regulating Bank Capital
Shu Yan, Alexandre M. Baptista, Gordon Alexander
Journal Of Economic Behavior And Organization, vol. 85, 2013, p. 249-268.

A Supply Approach to Valuation
Frederico Belo, Chen Xue, Lu Zhang
Review Of Financial Studies, vol. 26, 2013, p. 3029-3067.

Government Investment and the Stock Market
Frederico Belo, Jianfeng Yu
Journal of Monetary Economics, vol. 60, 2013, p. 325-339.

Government Investment and the Stock Market
Frederico Belo, Jianfeng Yu
Journal of Monetary Economics, vol. 60, 2013, p. 325-339.

Government Spending, Political Cycles, and the Cross Section of Stock Returns
Frederico Belo, Vito D. Gala, Jun Li
Journal of Financial Economics, vol. 107, 2013, p. 305-324.

Pop Internationalism: Has Half a Century of World Music Trade Displaced Local Culture?
Fernando Ferreira, Joel Waldfogel
Economic Journal, vol. 123, 2013, p. 634-664.

The Inventory Growth Spread
Frederico Belo, Xiaoji Lin
Review Of Financial Studies, vol. 25, 2012, p. 278-313.

When More Is Less: Using Multiple Constraints to Reduce Tail Risk
Gordon Alexander, Alexandre M. Baptista, Shu Yan
Journal of Banking and Finance, vol. 36, 2012, p. 2693-2716.

Portfolio Selection with Mental Accounts and Delegation
Gordon Alexander, Alexandre M. Baptista
Journal of Banking and Finance, vol. 35, 2011, p. 2637-2656.

Active Portfolio Management with Benchmarking: A Frontier Based on Alpha
Gordon Alexander, Alexandre M. Baptista
Journal of Banking and Finance, vol. 34, 2010, p. 2185-2197.

Production-Based Measures of Risk for Asset Pricing
Frederico Belo
Journal of Monetary Economics, vol. 57, 2010, p. 146-163.

Ethical Preferences for Influencing Superiors: A 41-Society Study
David A. Ralston, Carolyn P. Egri, María Teresa De La Garza-Carranza, Prem Ramburuth, Jane L Y Terpstra-Tong, Andre A. Pekertic, Ilya Girson, Harald Herrig, Marina Dabić, Moureen Tang, Paulina Wan, Philip Hallinger, Ian J. Palmer, Detelin S. Elenkov, Olivier Furrer, Vojko V. Potočan, Florian V. Wangenheim, Isabelle Maignan, Pamela L. Perrewé, Ana Maria Rossi, Tomasz Lenartowicz, Donna E. Ledgerwood, Ruth May, Mark J. Weber, Jorge Correia Jesuino, Pingping Fu, Irina Naoumova, Tania Casado, Liesl A. Riddle, Malika Richards, Arif Nazir Butt, Wade M. Danis, Francisco Castro, Jaime A. Ruiz-Gutiérrez, Laurie P. Milton, Mahfooz A. Ansari, David M. Brock, Narasimhan Srinivasan, Arunas Starkus, Tevfik Dalgic, Fidel León-Darder, Hungvu Thanh, Yonglin Moon, Hobeng Chia, Min Hsun Christine Kuo, Mario Molteni, Kamel Mellahi, Alan Wallace
Journal Of International Business Studies, vol. 40, 2009, p. 1022-1045.

Reducing Estimation Risk in Optimal Portfolio Selection When Short Sales Are Allowed
Gordon Alexander, Alexandre M. Baptista, Shu Yan
Managerial And Decision Economics, vol. 30, 2009, p. 281-305.

Stress Testing by Financial Intermediaries: Implications for Portfolio Selection and Asset Pricing
Gordon Alexander, Alexandre M. Baptista
Journal Of Financial Intermediation, vol. 18, 2009, p. 65-92.

Active Portfolio Management with Benchmarking: Adding a Value-at-Risk Constraint
Gordon Alexander, Alexandre M. Baptista
Journal of Economic Dynamics and Control, vol. 32, 2008, p. 779-820.

Bank Loans, Bonds, and Information Monopolies across the Business Cycle
João Santos, Andrew Winton
Journal of Finance, vol. 63, 2008, p. 1315-1359.

Mean-Variance Portfolio Selection with ´At-Risk` Constraints and Discrete Distributions
Gordon Alexander, Alexandre M. Baptista, Shu Yan
Journal of Banking and Finance, vol. 31, 2007, p. 3761-3781.

A Law and Economics Perspective on Terrorism
Nuno Garoupa, Jonathan Klick, Francesco Parisi
Public Choice, vol. 128, 2006, p. 147-168.

Does the Basle Capital Accord Reduce Bank Fragility? An Assessment of the Value-at-Risk Approach
Gordon Alexander, Alexandre M. Baptista
Journal of Monetary Economics, vol. 53, 2006, p. 1631-1660.

Portfolio Selection with a Drawdown Constraint
Gordon Alexander, Alexandre M. Baptista
Journal of Banking and Finance, vol. 30, 2006, p. 3171-3189.

Portfolio Performance Evaluation Using Value at Risk: The Reward-to-VaR Ratio
Gordon Alexander, Alexandre M. Baptista
Journal Of Portfolio Management, vol. 29, 2003, p. 93-102.

Economic Implications of Using a Mean-VaR Model for Portfolio Selection: A Comparison with Mean-Variance Analysis
Gordon Alexander, Alexandre M. Baptista
Journal of Economic Dynamics and Control, vol. 26, 2002, p. 1159-1193.

The Great Depression in Canada and the United States: A Neoclassical Perspective
Pedro Amaral, James MacGee
Review of Economic Dynamics, vol. 5, 2002, p. 45-72.

The Great Depression in Canada and the United States: A Neoclassical Perspective
Pedro Amaral, James MacGee
Review of Economic Dynamics, vol. 5, 2002, p. 45-72.

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