Статті в журналах з теми "Short-selling risk"
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ENGELBERG, JOSEPH E., ADAM V. REED, and MATTHEW C. RINGGENBERG. "Short-Selling Risk." Journal of Finance 73, no. 2 (February 13, 2018): 755–86. http://dx.doi.org/10.1111/jofi.12601.
Повний текст джерелаAng (Chewie), Tze Chuan, Aziz Hayat, and Bob Li. "Short-selling risk in Australia." Pacific-Basin Finance Journal 63 (October 2020): 101406. http://dx.doi.org/10.1016/j.pacfin.2020.101406.
Повний текст джерелаChung, Jay M., and Shu-Feng Wang. "Short selling and stock price crash risk." Journal of Derivatives and Quantitative Studies 28, no. 2 (July 13, 2020): 63–76. http://dx.doi.org/10.1108/jdqs-04-2020-0005.
Повний текст джерелаRichardson, Scott, Pedro A. C. Saffi, and Kari Sigurdsson. "Deleveraging Risk." Journal of Financial and Quantitative Analysis 52, no. 6 (December 2017): 2491–522. http://dx.doi.org/10.1017/s0022109017001077.
Повний текст джерелаHrapovic, Kenan. "Short selling and securities lending/borrowing." Ekonomski anali 56, no. 189 (2011): 117–30. http://dx.doi.org/10.2298/eka1189117h.
Повний текст джерелаLewis, Thomas. "ESG METRICS IN FIRM RISK ASSESSMENT: EVIDENCE FROM SHORT SELLING." Journal of Academy of Business and Economics 20, no. 3 (October 1, 2020): 117–30. http://dx.doi.org/10.18374/jabe-20-3.9.
Повний текст джерелаDezfouli, Kaveh Moradi, and Lawrence Kryzanowski. "Derivatives, Short Selling and US Equity and Bond Mutual Funds." Quarterly Journal of Finance 06, no. 01 (February 15, 2016): 1640002. http://dx.doi.org/10.1142/s2010139216400024.
Повний текст джерелаGao, Xinghua, and Scott D. Julian. "The Use of CSR to Insure Against Short Selling Downside Risk." Academy of Management Proceedings 2018, no. 1 (August 2018): 16664. http://dx.doi.org/10.5465/ambpp.2018.16664abstract.
Повний текст джерелаKhodamoradi, T., M. Salahi, and A. R. Najafi. "Robust CCMV model with short selling and risk-neutral interest rate." Physica A: Statistical Mechanics and its Applications 547 (June 2020): 124429. http://dx.doi.org/10.1016/j.physa.2020.124429.
Повний текст джерелаGalloppo, Giuseppe, Mauro Aliano, and Abdelmoneim Youssef. ""Much ado about nothing": Short selling ban effectiveness on bank stock prices." Risk Governance and Control: Financial Markets and Institutions 4, no. 4 (2014): 48–60. http://dx.doi.org/10.22495/rgcv4i4art6.
Повний текст джерелаDMITRAŠINOVIĆ-VIDOVIĆ, GORDANA, ALI LARI-LAVASSANI, XUN LI, and ANTONY WARE. "DYNAMIC PORTFOLIO SELECTION UNDER CAPITAL-AT-RISK WITH NO SHORT-SELLING CONSTRAINTS." International Journal of Theoretical and Applied Finance 14, no. 06 (September 2011): 957–77. http://dx.doi.org/10.1142/s0219024911006802.
Повний текст джерелаYu, Jing-Rung, Wan-Jiun Paul Chiou, and Da-Ren Mu. "A linearized value-at-risk model with transaction costs and short selling." European Journal of Operational Research 247, no. 3 (December 2015): 872–78. http://dx.doi.org/10.1016/j.ejor.2015.06.024.
Повний текст джерелаKhodamoradi, Tahereh, Maziar Salahi, and Ali Reza Najafi. "A Note on CCMV Portfolio Optimization Model with Short Selling and Risk-neutral Interest Rate." Statistics, Optimization & Information Computing 8, no. 3 (June 14, 2020): 740–48. http://dx.doi.org/10.19139/soic-2310-5070-890.
Повний текст джерелаAlMaadeed, Temadher, Tahereh Khodamoradi, Maziar Salahi, and Abdelouahed Hamdi. "Penalty ADM Algorithm for Cardinality Constrained Mean-Absolute Deviation Portfolio Optimization." Statistics, Optimization & Information Computing 10, no. 3 (February 3, 2022): 775–88. http://dx.doi.org/10.19139/soic-2310-5070-1312.
Повний текст джерелаWen, Fenghua, Longhao Xu, Bin Chen, Xiaohua Xia, and Jinyi Li. "Heterogeneous Institutional Investors, Short Selling and Stock Price Crash Risk: Evidence from China." Emerging Markets Finance and Trade 56, no. 12 (January 31, 2019): 2812–25. http://dx.doi.org/10.1080/1540496x.2018.1522588.
Повний текст джерелаBogan, Andrew A., Brendan Connor, Thomas R. Bogan, and Elizabeth C. Bogan. "Asymmetries in Short Selling of Exchange-Traded Fundsand the Potential for Systemic Risk." Journal of Index Investing 2, no. 4 (February 29, 2012): 74–83. http://dx.doi.org/10.3905/jii.2012.2.4.074.
Повний текст джерелаGBADEBO, Abraham Oketooyin, and Yusuf Olatunji OYEDEKO. "EFFECT OF SHORT SELLİNG ON RİSK AND RETURN İN THE NİGERİAN STOCK MARKET." Journal of Public Administration, Finance and Law, no. 26 (2022): 99–114. http://dx.doi.org/10.47743/jopafl-2022-26-10.
Повний текст джерелаChamon, Merijn. "EU Risk Regulators and EU Procedural Law." European Journal of Risk Regulation 5, no. 3 (September 2014): 324–37. http://dx.doi.org/10.1017/s1867299x00003858.
Повний текст джерелаDas, Sanjiv, Harry Markowitz, Jonathan Scheid, and Meir Statman. "Portfolio Optimization with Mental Accounts." Journal of Financial and Quantitative Analysis 45, no. 2 (February 19, 2010): 311–34. http://dx.doi.org/10.1017/s0022109010000141.
Повний текст джерелаJain, Archana, Pankaj K. Jain, and Zabihollah Rezaee. "Value-Relevance of Corporate Social Responsibility: Evidence from Short Selling." Journal of Management Accounting Research 28, no. 2 (March 1, 2016): 29–52. http://dx.doi.org/10.2308/jmar-51439.
Повний текст джерелаKumar, Ronald Ravinesh, Peter Josef Stauvermann, and Aristeidis Samitas. "An Application of Portfolio Mean-Variance and Semi-Variance Optimization Techniques: A Case of Fiji." Journal of Risk and Financial Management 15, no. 5 (April 19, 2022): 190. http://dx.doi.org/10.3390/jrfm15050190.
Повний текст джерелаButin, F. "A new geometrical method for portfolio optimization." Mathematical Modeling and Computing 8, no. 3 (2021): 400–409. http://dx.doi.org/10.23939/mmc2021.03.400.
Повний текст джерелаTchana Tchana, Fulbert, and Georges Tsafack. "The implications of value-at-risk and short-selling restrictions for portfolio manager performance." Journal of Risk 21, no. 3 (2019): 81–108. http://dx.doi.org/10.21314/jor.2018.403.
Повний текст джерелаEmory, Claire. "Asymmetries in Short Selling of Exchange-Traded Funds and the Potential for Systemic Risk." CFA Digest 42, no. 3 (August 2012): 146–48. http://dx.doi.org/10.2469/dig.v42.n3.38.
Повний текст джерелаLi, Bob, Thomas Stork, Daniel Chai, Mong Shan Ee, and Hong Nee Ang. "Momentum effect in Australian equities: Revisit, armed with short-selling ban and risk factors." Pacific-Basin Finance Journal 27 (April 2014): 19–31. http://dx.doi.org/10.1016/j.pacfin.2014.01.001.
Повний текст джерелаDevaney, Michael, and William L. Weber. "Short‐sell moratorium effects on regional bank performance." Journal of Financial Economic Policy 5, no. 2 (May 24, 2013): 92–110. http://dx.doi.org/10.1108/17576381311329652.
Повний текст джерелаDoukas, John A., Chansog (Francis) Kim, and Christos Pantzalis. "Arbitrage Risk and Stock Mispricing." Journal of Financial and Quantitative Analysis 45, no. 4 (August 2010): 907–34. http://dx.doi.org/10.1017/s0022109010000293.
Повний текст джерелаSchianchi, A., L. Bongini, M. D. Esposti, and C. Giardinà. "Multiple Optimal Solutions in the Portfolio Selection Model with Short-Selling." International Journal of Theoretical and Applied Finance 06, no. 07 (November 2003): 703–20. http://dx.doi.org/10.1142/s021902490300216x.
Повний текст джерелаJiang, Shu, Zhanpeng Wang, Zilai Sun, and Junhu Ruan. "Determinants of Buying Produce on Short-Video Platforms: The Impact of Social Network and Resource Endowment—Evidence from China." Agriculture 12, no. 10 (October 15, 2022): 1700. http://dx.doi.org/10.3390/agriculture12101700.
Повний текст джерелаDeshpande, Amogh. "On the role of Föllmer-Schweizer minimal martingale measure in risk-sensitive control asset management." Journal of Applied Probability 52, no. 3 (September 2015): 703–17. http://dx.doi.org/10.1239/jap/1445543841.
Повний текст джерелаDeshpande, Amogh. "On the role of Föllmer-Schweizer minimal martingale measure in risk-sensitive control asset management." Journal of Applied Probability 52, no. 03 (September 2015): 703–17. http://dx.doi.org/10.1017/s0021900200113385.
Повний текст джерелаLinnertová, Dagmar. "How Did Short Sale Ban Affect German Capital Market Risk?" Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis 65, no. 6 (2017): 2017–24. http://dx.doi.org/10.11118/actaun201765062017.
Повний текст джерелаLEUNG, TIM, and PENG LIU. "RISK PREMIA AND OPTIMAL LIQUIDATION OF CREDIT DERIVATIVES." International Journal of Theoretical and Applied Finance 15, no. 08 (December 2012): 1250059. http://dx.doi.org/10.1142/s0219024912500598.
Повний текст джерелаTan, Kelvin Jui Keng, Jia Min Lee, and Robert W. Faff. "Short-selling pressure and last-resort debt finance: evidence from 144A high-yield risk-adjusted debt." Accounting & Finance 56, no. 4 (April 27, 2015): 1149–85. http://dx.doi.org/10.1111/acfi.12125.
Повний текст джерелаDana, R. A. "Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities." Journal of Mathematical Economics 47, no. 3 (May 2011): 328–35. http://dx.doi.org/10.1016/j.jmateco.2010.12.016.
Повний текст джерелаTimková, Monika, and Michal Šoltés. "Managing the equity risk using Short Put Ladder strategy by barrier options." Investment Management and Financial Innovations 16, no. 4 (December 3, 2019): 133–45. http://dx.doi.org/10.21511/imfi.16(4).2019.12.
Повний текст джерелаYoon, Sun-Joong. "Structured Products Markets and Implied Volatility Distortion." Journal of Derivatives and Quantitative Studies 22, no. 3 (August 31, 2014): 433–64. http://dx.doi.org/10.1108/jdqs-03-2014-b0003.
Повний текст джерелаNurma Khusna Khanifa, Nurma Khusna Khanifa. "INTER-DISIPLINARITASNALAREKONOFISIKA DI PASAR MODALTERHADAP OPSI SAHAM SEBAGAI SIASAT INVESTASI." SPEKTRA : Jurnal Kajian Pendidikan Sains 4, no. 1 (April 17, 2018): 66. http://dx.doi.org/10.32699/spektra.v4i1.47.
Повний текст джерелаHa-Huy, Thai, Cuong Le Van, and Manh-Hung Nguyen. "Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities." Mathematical Social Sciences 79 (January 2016): 30–39. http://dx.doi.org/10.1016/j.mathsocsci.2015.10.007.
Повний текст джерелаDana, R. A., and C. Le Van. "Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling." Journal of Economic Theory 145, no. 6 (November 2010): 2186–202. http://dx.doi.org/10.1016/j.jet.2010.08.002.
Повний текст джерелаCACCIOLI, FABIO, IMRE KONDOR, MATTEO MARSILI, and SUSANNE STILL. "LIQUIDITY RISK AND INSTABILITIES IN PORTFOLIO OPTIMIZATION." International Journal of Theoretical and Applied Finance 19, no. 05 (July 29, 2016): 1650035. http://dx.doi.org/10.1142/s0219024916500357.
Повний текст джерелаXiong, Xiong, Hailiang Yuan, Wei Zhang, and Yongjie Zhang. "Program trading and its risk analysis based on agent-based computational finance." International Journal of Financial Engineering 02, no. 02 (June 2015): 1550014. http://dx.doi.org/10.1142/s2424786315500140.
Повний текст джерелаKhan, Irfanullah, and Biswajit Sarkar. "Transfer of Risk in Supply Chain Management with Joint Pricing and Inventory Decision Considering Shortages." Mathematics 9, no. 6 (March 17, 2021): 638. http://dx.doi.org/10.3390/math9060638.
Повний текст джерелаLi, Deqing Diane, and Kenneth Yung. "International Real Estate Review." International Real Estate Review 7, no. 1 (June 30, 2004): 56–70. http://dx.doi.org/10.53383/100053.
Повний текст джерелаMuhtaseb, Majed R. "Fraud against hedge funds: implications to operational risk and due diligence." Journal of Financial Crime 27, no. 1 (January 24, 2020): 67–77. http://dx.doi.org/10.1108/jfc-03-2019-0032.
Повний текст джерелаMcDermott, Alan, Simon Lovatt, and Scott Koslow. "Supply chain performance measures for producers and processors of premium beef cuts: A conjoint approach." Journal on Chain and Network Science 4, no. 1 (June 1, 2004): 33–43. http://dx.doi.org/10.3920/jcns2004.x040.
Повний текст джерелаDixit, Alok, Surendra S. Yadav, and P. K. Jain. "Testing Lower Boundary Conditions for Index Options Using Futures Prices: Evidences from the Indian Options Market." Vikalpa: The Journal for Decision Makers 36, no. 1 (January 2011): 15–32. http://dx.doi.org/10.1177/0256090920110102.
Повний текст джерелаSawicki, Łukasz, and Bożena Horbaczewska. "Role of the state in implementation of strategic investment projects: The SaHo Model for nuclear power." International Journal of Management and Economics 57, no. 4 (October 13, 2021): 343–59. http://dx.doi.org/10.2478/ijme-2021-0020.
Повний текст джерелаSawicki, Łukasz, and Bożena Horbaczewska. "Role of the state in implementation of strategic investment projects: The SaHo Model for nuclear power." International Journal of Management and Economics 57, no. 4 (October 13, 2021): 343–59. http://dx.doi.org/10.2478/ijme-2021-0020.
Повний текст джерелаKhodamoradi, T., M. Salahi, and Ali Reza Najafi. "Portfolio Optimization Model with and without Options under Additional Constraints." Mathematical Problems in Engineering 2020 (November 26, 2020): 1–10. http://dx.doi.org/10.1155/2020/8862435.
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