Regulation of Bank Proprietary Trading Post 2007-09 Crisis: An Examination of the Basel Framework and Volcker Rule
Gordon Alexander, Alexandre M. Baptista, Shu Yan
Journal of International Money and Finance, vol. 119, 2021, p. .

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.

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.

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.

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.

Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options
Pedro Santa Clara, Shu Yan
Review of Economics and Statistics, vol. 92, 2010, p. 435-451.

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.

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.