Alexandre M. Baptista
- Finance top 1%
- Management Science and Operations Research top 1%
- Economics and Econometrics top 2%
- Accounting top 10%
- General Economics, Econometrics and Finance top 5%
- Co-authors
- Gordon J. AlexanderShu Yan
- Topics
- Financial Markets and Investment Strategies (31 papers)Banking stability, regulation, efficiency (16 papers)Risk and Portfolio Optimization (16 papers)
- Partner nations
- United States
In The Last Decade
Alexandre M. Baptista
43 papers receiving 965 citations
Peers
Comparison fields: 5 of 58
- Finance 771
- Management Science and Operations Research 575
- Economics and Econometrics 447
- Accounting 104
- General Economics, Econometrics and Finance 102
Countries citing papers authored by Alexandre M. Baptista
This map shows the geographic impact of Alexandre M. Baptista's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Alexandre M. Baptista with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Alexandre M. Baptista more than expected).
Fields of papers citing papers by Alexandre M. Baptista
This network shows the impact of papers produced by Alexandre M. Baptista. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Alexandre M. Baptista. The network helps show where Alexandre M. Baptista may publish in the future.
Co-authorship network of co-authors of Alexandre M. Baptista
This figure shows the co-authorship network connecting the top 25 collaborators of Alexandre M. Baptista. A scholar is included among the top collaborators of Alexandre M. Baptista based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Alexandre M. Baptista. Alexandre M. Baptista is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | Bank Regulation and International Financial Stability: A Case Against the 2006 Basel Framework for Controlling Tail Risk in Trading Books | 0 |
| 2 | Банківське регулювання і стабільність: аналіз ризиків рамки ринку Базель | 3 |
| 3 | Portfolio Selection with Mental Accounts and Delegation | 1 |
| 4 | Portfolio Selection with Mental Accounts and Background Risk | 1 |
| 5 | 2 | |
| 6 | 52 | |
| 7 | Active Portfolio Management with Benchmarking: A Frontier Based on Alpha | 2 |
| 8 | Optimal Delegated Portfolio Management with Background Risk | 2 |
| 9 | Reducing Estimation Risk in Optimal Portfolio Selection When Short Sales are Allowed | 1 |
| 10 | 1 | |
| 11 | Mean-Variance Portfolio Selection With 'At-Risk' Constraints and Discrete Distributions | 4 |
| 12 | 52 | |
| 13 | Portfolio Performance Evaluation Using Value at Risk | 5 |
| 14 | A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model | 7 |
| 15 | Does the Basle Capital Accord Reduce Bank Fragility? An Assessment of the Value-at-Risk Approach | 2 |
| 16 | Portfolio Selection With a Drawdown Constraint | 5 |
| 17 | 29 | |
| 18 | 48 | |
| 19 | Economic Implications of Using a Mean-VaR Model for Portfolio Selection: A Comparison With Mean-Variance Analysis | 14 |
| 20 | 3 |
About Alexandre M. Baptista
Alexandre M. Baptista is a scholar working on Finance, General Decision Sciences and Management Science and Operations Research, having authored 47 papers that have together received 1.0k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (31 papers), Banking stability, regulation, efficiency (16 papers) and Risk and Portfolio Optimization (16 papers). The work is most often cited by research in Finance (771 citations), Management Science and Operations Research (575 citations) and General Decision Sciences (66 citations). Alexandre M. Baptista has collaborated with scholars based in United States. Frequent co-authors include Gordon J. Alexander, Gordon J. Alexander and Shu Yan. Their work appears in journals such as Management Science, Journal of Banking & Finance and Journal of Monetary Economics.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.