The consequences of short-sale constraints on the stability of financial markets / Gevorg Hunanyan ; with a foreword by Axel Wieandt and Sebastian Moenninghoff.

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Bibliographic Details
Online Access: Full Text (via Springer)
Main Author: Hunanyan, Gevorg (Author)
Format: eBook
Language:English
Published: Wiesbaden, Germany : Springer Gabler, 2019.
Series:Finance, banks and bank management.
Subjects:

MARC

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100 1 |a Hunanyan, Gevorg,  |e author. 
245 1 4 |a The consequences of short-sale constraints on the stability of financial markets /  |c Gevorg Hunanyan ; with a foreword by Axel Wieandt and Sebastian Moenninghoff. 
264 1 |a Wiesbaden, Germany :  |b Springer Gabler,  |c 2019. 
300 |a 1 online resource (xv, 117 pages) :  |b illustrations. 
336 |a text  |b txt  |2 rdacontent. 
337 |a computer  |b c  |2 rdamedia. 
338 |a online resource  |b cr  |2 rdacarrier. 
490 1 |a Finanzwirtschaft, Banken und Bankmanagement,  |x 2524-6429. 
504 |a Includes bibliographical references. 
505 0 |a Intro; Foreword; Acknowledgements; Contents; List of Figures and Tables; Abstract; Introduction; 1 Portfolio Selection; 1.1 Prerequisites; 1.2 Separation theorem; 1.3 Risk-taking behaviour; 1.3.1 Restricted short-selling; 1.3.2 Prohibited short-selling; 1.4 Default risk; 2 CAPM Equilibrium; 2.1 Existence and uniqueness; 2.2 The case with two investors; 2.3 The case with three and more investors; 3 Dynamic Model; 3.1 Prerequisites; 3.2 Asset price dynamics; 3.3 Price volatility; 4 Security Market Line; 4.1 Systematic risk; 4.2 Restricted short-selling; 4.3 Prohibited short-selling; Conclusion. 
505 8 |a AppendixA.1 Mathematical proofs; A.2 Minimum-variance portfolio; A.3 Primitive expectations; A.4 Slutsky decomposition; A.5 Elliptical distributions; Bibliography. 
588 0 |a Online resource; title from PDF title page (SpringerLink, viewed October 9, 2019) 
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