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Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Alex Shapiro · Study

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Alex Shapiro

4 works· latest 2007· 1 institutionscluster: provisional

h-index4

i104

Citations656

Works here4

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03

06

07

Most cited in this library

Optimal Asset Allocation and Risk Shifting in Money Management2007 · 291 citations
Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices2000 · 204 citations
Risk Management with Benchmarking2006 · 117 citations
Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management2003 · 44 citations

Works

4 shown

Optimal Asset Allocation and Risk Shifting in Money Management

Review of Financial Studies·2007·3 authors·Open access

291citations

Risk Management with Benchmarking

Management Science·2006·3 authors

117citations

Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management

SSRN Electronic Journal·2003·3 authors·preprint·Open access

44citations

Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices

SSRN Electronic Journal·2000·2 authors·preprint·Open access

204citations