Consequences of short-sale constraints on the stability of financial markets, the
Auteur :
Hunanyan, Gevorg
Éditeur :
Springer Fachmedien Wiesbaden
ISBN :
9783658279554
Date de publication :
10 oct. 2019
Dimensions :
24,0 x 16,8 cm
Langue :
Anglais
Pays d'origine :
Allemagne
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.