The Consequences of Short-Sale Constraints on the Stability of Financial Markets

Gevorg Hunanyan

Springer Fachmedien Wiesbaden, 2019

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Gevorg Hunanyan develops a model that provides a comprehensive theoretical framework to study the consequences of short-sale constraints on the stability of financial markets. The author develops criteria that allow to analyse the effectiveness of short-sale constraints in reducing portfolio risk as well as default risk.

ISBN-13
9783658279554
ISBN-10
3658279559
Publisher
Springer Fachmedien Wiesbaden
Year
2019
Publication date
2019-10-10
Pages
117
Dimensions
240x168x