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· 분류 : 외국도서 > 경제경영 > 투자/증권 > 일반
· ISBN : 9780471660200
· 쪽수 : 432쪽
· 출판일 : 2004-10-04
목차
Foreword (Clifford S. Asness).
Preface.
About the Editor.
Contributing Authors.
CHAPTER 1: Introduction (Frank J. Fabozzi, Steven L. Jones, and Glen Larsen).
SECTION ONE: The Mechanics of Short Selling.
CHAPTER 2: Mechanics of the Equity Lending Market (Jeff Cohen, David Haushalter, and Adam V. Reed).
CHAPTER 3: Shorting Using Futures and Options (Frank J. Fabozzi).
CHAPTER 4: Is Selling ETFs Short a Financial “Extreme Sport”? (Gary L. Gastineau).
SECTION TWO: Theory and Evidence on Short Selling.
CHAPTER 5: Restrictions on Short Selling and Exploitable Opportunities for Investors (Edward M. Miller).
CHAPTER 6: Implications of Short Selling and Divergence of Opinion for Investment Strategy (Edward M. Miller).
CHAPTER 7: Short Sale Constraints and Overpricing (Owen A. Lamont).
CHAPTER 8: How Short Selling Expands the Investment Opportunity Set and Improves Upon Potential Portfolio Efficiency (Steven L. Jones and Glen Larsen).
CHAPTER 9: The Information Content of Short Sales (Steven L. Jones and Glen Larsen).
SECTION THREE: Short Selling Strategies.
CHAPTER 10: Spotting Clues in Qs (Ron Gutfleish and Lee Atzil).
CHAPTER 11: The Economic Profit Approach to Short Selling (James A. Abate and James L. Grant).
CHAPTER 12: Long-Short Equity Portfolios (Bruce I. Jacobs and Kenneth N. Levy).
SECTION FOUR: Short Selling and Market Efficiency.
CHAPTER 13: Short Sales in Global Perspective (Arturo Bris, William N. Goetzmann, and Ning Zhu).
CHAPTER 14: Short Selling and Financial Puzzles (Edward M. Miller).
INDEX.
