Short selling : strategies, risks, and rewards / Frank J. Fabozzi, editor

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Subjects: Short selling
Formats: Print
Material Type: Books
Language: English
Audience: Unspecified
Published: Hoboken, N.J. : Wiley, c2004
Series: Wiley finance
Frank J. Fabozzi series
Wiley finance series
LC Classification: H, HG
Physical Description: xvi, 416 p. : ill. ; 24 cm
Table of Contents: Foreword / Clifford S. Asness
Ch. 1. Introduction / Frank J. Fabozzi, Steven L. Jones, Glen Larsen 1
Ch. 2. Mechanics of the equity lending market / Jeff Cohen, David Haushalter, Adam V. Reed 9
Ch. 3. Shorting using futures and options / Frank J. Fabozzi 17
Ch. 4. Is selling ETFs short a financial "extreme sport"? / Gary L. Gastineau 37
Ch. 5. Restrictions on short selling and exploitable opportunities for investors / Edward M. Miller 61
Ch. 6. Implications of short selling and divergence of opinion for investment strategy / Edward M. Miller 117
Ch. 7. Short sale constraints and overpricing / Owen A. Lamont 179
Ch. 8. How short selling expands the investment opportunity set and improves upon potential portfolio efficiency / Steven L. Jones, Glen Larsen 205
Ch. 9. The information content of short sales / Steven L. Jones, Glen Larsen 233
Ch. 10. Spotting clues in Qs / Ron Gutfleish, Lee Atzil 259
Ch. 11. The economic profit approach to short selling / James A. Abate, James L. Grant 279
Ch. 12. Long-short equity portfolios / Bruce I. Jacobs, Kenneth N. Levy 303
Ch. 13. Short sales in global perspective / Arturo Bris, William N. Goetzmann, Ning Zhu 323
Ch. 14. Short selling and financial puzzles / Edward M. Miller 345
Additional Authors: Fabozzi, Frank J
Notes: LCCN: 2004303328
ISBN: 0471660205
Includes bibliographical references and index
OCLC Number: 56587359
ISBN/ISSN: 0471660205