PORTFOLIO SELECTION IN AN ECONOMY WITH MARKETABILITY AND SHORT SALES RESTRICTIONS

被引：4
|
作者：
BRITO, NO
机构：
来源：
JOURNAL OF FINANCE | 1978年 / 33卷 / 02期
关键词：
D O I：
10.2307/2326571
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：589 / 601
页数：13
相关论文
共 50 条
  • [31] A portfolio approach to sales
    Dudley, Robert C.
    Napayandas, Das
    HARVARD BUSINESS REVIEW, 2006, 84 (7-8) : 16 - +
  • [32] Bank Credit, Portfolio Selection, and Macrodynamics in a Small Open Economy
    Watanabe, Toshio
    METROECONOMICA, 2024,
  • [33] Downstream information sharing and sales channel selection in a platform economy
    Zheng, Hong
    Li, Guo
    Guan, Xu
    Sethi, Suresh
    Li, Yu
    TRANSPORTATION RESEARCH PART E-LOGISTICS AND TRANSPORTATION REVIEW, 2021, 156
  • [34] SHORT SALES RESTRICTIONS AND THE TEMPORAL RELATIONSHIP BETWEEN STOCK INDEX CASH AND DERIVATIVES MARKETS
    PUTTONEN, V
    JOURNAL OF FUTURES MARKETS, 1993, 13 (06) : 645 - 664
  • [35] The implications of value-at-risk and short-selling restrictions for portfolio manager performance
    Tchana, Fulbert Tchana L.
    Tsafack, Georges
    JOURNAL OF RISK, 2019, 21 (03): : 81 - 108
  • [36] Do option markets undo restrictions on short sales? Evidence from the 2008 short-sale ban
    Grundy, Bruce D.
    Lim, Bryan
    Verwijmeren, Patrick
    JOURNAL OF FINANCIAL ECONOMICS, 2012, 106 (02) : 331 - 348
  • [37] Portfolio selection in a multi-asset, incomplete-market economy
    Lian, Yu-Min
    Chen, Jun-Home
    QUARTERLY REVIEW OF ECONOMICS AND FINANCE, 2019, 71 : 228 - 238
  • [38] Online Portfolio Selection with Long-Short Term Forecasting
    Li R.
    Liu J.
    Operations Research Forum, 3 (4)
  • [39] OPTIMAL PORTFOLIO SELECTION UNDER INSTITUTIONAL PROCEDURES FOR SHORT SELLING
    KWAN, CCY
    JOURNAL OF BANKING & FINANCE, 1995, 19 (05) : 871 - 889
  • [40] Long and Short Term Risk Control for Online Portfolio Selection
    Bai, Yizhe
    Yin, Jianfei
    Ju, Shunda
    Chen, Zhao
    Huang, Joshua Zhexue
    KNOWLEDGE SCIENCE, ENGINEERING AND MANAGEMENT (KSEM 2020), PT II, 2020, 12275 : 472 - 480
12345