Carlson School of Management

Gordon Alexander

Alexander,Gordon J.

Professor, John Spooner Chair in Investment Management
Carlson, Finance
3-269 CarlSMgmt
612/624-8598
gjalex@umn.edu


Gordon Alexander received his PhD in finance in 1975 from The University of Michigan, where he received a master’s in mathematics in 1973 and an MBA in finance in 1970. He is an expert on portfolio theory and management and his current research focuses on short selling, risk management, market microstructure, and mutual funds. He currently serves on the editorial boards of the European Journal of Finance, the Quarterly Journal of Finance, and the Journal of Economics and Business, and is an advisory editor of The Financial Review. He was president of the Midwest Finance Association in 2008-09 and was a director of the Financial Management Association in 1995-97. He has  published articles in the Journal of Financial Markets, the Journal of Financial Economics, the Journal of Finance, the Review of Financial Studies, and the Journal of Monetary Economics, among others.

"Does the Basel Capital Accord Reduce Bank Fragility? An Assessment of the Value-at-Risk Approach," Gordon J. Alexander and Alexandre M. Baptista, Journal of Monetary Economics (October 2006).

"Economic Implications of Using a Mean-VaR Model for Portfolio Selection: A Comparison with Mean-Variance Analysis," Gordon J. Alexander and Alexandre M Baptista, Journal of Economic Dynamics and Control (July 2002).

"Short Selling on the New York Stock Exchange and the Effects of the Uptick Rule," Gordon J. Alexander and Mark A. Peterson, Journal of Financial Intermediation (January-April 1999).

"An Analysis of Trade-Size Clustering and its Relationship to Stealth Trading," Gordon J. Alexander and Mark A. Peterson, Journal of Financial Economics (May 2007).

"Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds," Gordon J. Alexander, Gjergji Cici, and Scott Gibson, Review of Financial Studies (January 2007).

"The Effect of Price Tests on Trader Behavior and Market Quality: An Analysis of Reg SHO," Gordon J. Alexander and Mark A. Peterson, Journal of Financial Markets (February 2008).

"Active Portfolio Management with Benchmarking: Adding a Value-at-Risk Constraint," Gordon J. Alexander and Alexandre M. Baptista, Journal of Economic Dynamics and Control (March 2008).

Short selling

Market microstructure

Risk management

Mutual funds

Best Financial Institutions Paper, Southern Finance Association, 2013

Best Investments Paper, Midwest Finance Association, 2012

Best Investments Paper, Southern Finance Association, 2007

Best Risk Management Paper, Financial Management Association Conference, 2006

Best Market Microstructure Paper, Financial Management Association Conference, 2003

Member, Discipline Advisory Committee for Fulbright Scholar Awards in Business Administration, 1992-95

Advisory Editor, Financial Review

Editorial Board, Quarterly Journal of Finance

Editorial Board, Journal of Economics and Business

Editorial Board, European Journal of Finance

Keynote Speaker, International Finance Conference, 2003 and 2005; French Finance Association, 2007

President, Midwest Finance Association, 2008-09

Director, Financial Management Association, 1995-97

Appointed Advisor Professor, Chongqing University, 1993

Fulbright Fellowship, 1989

Additional Links


Education

PhD, 1975
Finance
University of Michigan

MA, 1973
Mathematics
University of Michigan

MBA, 1970
Finance
University of Michigan

BS, 1969
Business Administration
State University of New York-Buffalo


Expertise


Intranet Links

Let's Get Social!

Give  Contact  Visit

A to Z Directory | Faculty Directory

321 19th Ave. S., Minneapolis, MN 55455 | 612-625-0027 | 877-625-6468