Alexandre M. Baptista

1.5k total citations
47 papers, 1.0k citations indexed

About

Alexandre M. Baptista is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Alexandre M. Baptista has authored 47 papers receiving a total of 1.0k indexed citations (citations by other indexed papers that have themselves been cited), including 45 papers in Finance, 28 papers in Economics and Econometrics and 18 papers in Management Science and Operations Research. Recurrent topics in Alexandre M. Baptista's work include Financial Markets and Investment Strategies (31 papers), Banking stability, regulation, efficiency (16 papers) and Risk and Portfolio Optimization (16 papers). Alexandre M. Baptista is often cited by papers focused on Financial Markets and Investment Strategies (31 papers), Banking stability, regulation, efficiency (16 papers) and Risk and Portfolio Optimization (16 papers). Alexandre M. Baptista collaborates with scholars based in United States. Alexandre M. Baptista's co-authors include Gordon J. Alexander, Gordon J. Alexander and Shu Yan and has published in prestigious journals such as Management Science, Journal of Banking & Finance and Journal of Monetary Economics.

In The Last Decade

Alexandre M. Baptista

43 papers receiving 965 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Alexandre M. Baptista United States 15 771 575 447 104 102 47 1.0k
Sergio Ortobelli Lozza Italy 15 712 0.9× 639 1.1× 377 0.8× 47 0.5× 91 0.9× 101 958
Frank A. Sortino United States 10 1.0k 1.4× 488 0.8× 716 1.6× 277 2.7× 150 1.5× 10 1.4k
Vijay K. Chopra United States 4 792 1.0× 501 0.9× 368 0.8× 148 1.4× 165 1.6× 6 969
Ganlin Xu United States 11 719 0.9× 429 0.7× 458 1.0× 83 0.8× 103 1.0× 28 920
Robert R. Grauer Canada 19 1.4k 1.8× 702 1.2× 728 1.6× 244 2.3× 360 3.5× 40 1.7k
Winfried G. Hallerbach Netherlands 12 431 0.6× 329 0.6× 265 0.6× 91 0.9× 59 0.6× 36 687
Xue Dong He Hong Kong 13 422 0.5× 363 0.6× 408 0.9× 63 0.6× 43 0.4× 48 698
Howard E. Thompson United States 14 422 0.5× 165 0.3× 306 0.7× 85 0.8× 90 0.9× 57 708
David N. Nawrocki United States 13 380 0.5× 235 0.4× 243 0.5× 72 0.7× 39 0.4× 32 573
Bob Korkie Canada 12 1.2k 1.5× 355 0.6× 665 1.5× 258 2.5× 363 3.6× 27 1.3k

Countries citing papers authored by Alexandre M. Baptista

Since Specialization
Citations

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

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

20 of 20 papers shown
2.
Alexander, Gordon J., Alexandre M. Baptista, & Shu Yan. (2019). Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion. Journal of Banking & Finance. 110. 105599–105599. 6 indexed citations
3.
Alexander, Gordon J., Alexandre M. Baptista, & Shu Yan. (2017). Bank Regulation and International Financial Stability: A Case Against the 2006 Basel Framework for Controlling Tail Risk in Trading Books. SSRN Electronic Journal.
4.
Alexander, Gordon J., Alexandre M. Baptista, & Shu Yan. (2014). Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books. Journal of International Money and Finance. 43. 107–130. 8 indexed citations
5.
Alexander, Gordon J. & Alexandre M. Baptista. (2012). Portfolio Selection with Mental Accounts and Delegation. SSRN Electronic Journal. 1 indexed citations
6.
Alexander, Gordon J., Alexandre M. Baptista, & Shu Yan. (2012). Банківське регулювання і стабільність: аналіз ризиків рамки ринку Базель. Electronic Sumy State University Institutional Repository (Sumy State University). 3 indexed citations
7.
Baptista, Alexandre M.. (2012). Portfolio Selection with Mental Accounts and Background Risk. SSRN Electronic Journal. 1 indexed citations
8.
Alexander, Gordon J., Alexandre M. Baptista, & Shu Yan. (2012). Bank Regulation and Stability: An Examination of the Basel Market Risk Framework. SSRN Electronic Journal. 2 indexed citations
9.
Baptista, Alexandre M.. (2011). Portfolio selection with mental accounts and background risk. Journal of Banking & Finance. 36(4). 968–980. 52 indexed citations
10.
Alexander, Gordon J. & Alexandre M. Baptista. (2010). Active Portfolio Management with Benchmarking: A Frontier Based on Alpha. SSRN Electronic Journal. 2 indexed citations
11.
Alexander, Gordon J., Alexandre M. Baptista, & Shu Yan. (2008). Reducing Estimation Risk in Optimal Portfolio Selection When Short Sales are Allowed. SSRN Electronic Journal. 1 indexed citations
12.
Baptista, Alexandre M.. (2008). Optimal Delegated Portfolio Management with Background Risk. SSRN Electronic Journal. 2 indexed citations
13.
Alexander, Gordon J., Alexandre M. Baptista, & Shu Yan. (2007). Mean-Variance Portfolio Selection With 'At-Risk' Constraints and Discrete Distributions. SSRN Electronic Journal. 4 indexed citations
14.
Baptista, Alexandre M.. (2007). Optimal delegated portfolio management with background risk. Journal of Banking & Finance. 32(6). 977–985. 53 indexed citations
15.
Alexander, Gordon J. & Alexandre M. Baptista. (2006). A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model. SSRN Electronic Journal. 7 indexed citations
16.
Alexander, Gordon J. & Alexandre M. Baptista. (2006). Does the Basle Capital Accord Reduce Bank Fragility? An Assessment of the Value-at-Risk Approach. SSRN Electronic Journal. 2 indexed citations
17.
Alexander, Gordon J. & Alexandre M. Baptista. (2006). Portfolio Performance Evaluation Using Value at Risk. SSRN Electronic Journal. 5 indexed citations
18.
Alexander, Gordon J. & Alexandre M. Baptista. (2006). Portfolio Selection With a Drawdown Constraint. SSRN Electronic Journal. 5 indexed citations
19.
Baptista, Alexandre M.. (2006). On the Non-Existence of Redundant Options. Economic Theory. 31(2). 205–212. 8 indexed citations
20.
Alexander, Gordon J. & Alexandre M. Baptista. (2002). Economic Implications of Using a Mean-VaR Model for Portfolio Selection: A Comparison With Mean-Variance Analysis. SSRN Electronic Journal. 14 indexed citations

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.

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