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191009s2019 gw a ob 000 0 eng d |
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|a 1122746547
|a 1122872534
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|a 9783658279561
|q (electronic bk.)
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|a 3658279567
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|z 9783658279554
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|z 3658279559
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|a 10.1007/978-3-658-27956-1
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|a (OCoLC)spr1122742791
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|a (OCoLC)1122742791
|z (OCoLC)1122746547
|z (OCoLC)1122872534
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|a spr978-3-658-27956-1
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|a GW5XE
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|d OCLCF
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|a GWRE
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|a HG6041
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100 |
1 |
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|a Hunanyan, Gevorg,
|e author.
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245 |
1 |
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|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.
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264 |
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1 |
|a Wiesbaden, Germany :
|b Springer Gabler,
|c 2019.
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300 |
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|a 1 online resource (xv, 117 pages) :
|b illustrations.
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336 |
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|a text
|b txt
|2 rdacontent.
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|a computer
|b c
|2 rdamedia.
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338 |
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|a online resource
|b cr
|2 rdacarrier.
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490 |
1 |
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|a Finanzwirtschaft, Banken und Bankmanagement,
|x 2524-6429.
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504 |
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|a Includes bibliographical references.
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|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.
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|a AppendixA.1 Mathematical proofs; A.2 Minimum-variance portfolio; A.3 Primitive expectations; A.4 Slutsky decomposition; A.5 Elliptical distributions; Bibliography.
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588 |
0 |
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|a Online resource; title from PDF title page (SpringerLink, viewed October 9, 2019)
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650 |
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|a Short selling (Securities)
|0 http://id.loc.gov/authorities/subjects/sh85121812.
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650 |
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7 |
|a Short selling (Securities)
|2 fast
|0 (OCoLC)fst01117040.
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776 |
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|c Original
|z 3658279559
|z 9783658279554
|w (OCoLC)1117643558.
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830 |
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|a Finance, banks and bank management.
|0 http://id.loc.gov/authorities/names/no2019012102.
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856 |
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|u https://colorado.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-3-658-27956-1
|z Full Text (via Springer)
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|a .b108460526
|b 03-19-20
|c 11-12-19
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|a MARS - RDA ENRICHED
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915 |
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|a Springer e-books
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|a University of Colorado Boulder
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