Alexandre M. Baptista

According to our database1, Alexandre M. Baptista authored at least 2 papers between 2003 and 2004.

Collaborative distances:
  • no known Dijkstra number2.
  • no known Erdős number3.

Timeline

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Article 
PhD thesis 
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Links

On csauthors.net:

Bibliography

2004
A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model.
Management Science, 2004

2003
Spanning with American options.
J. Economic Theory, 2003


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