Short-sales constraints and the diversification puzzle
Adam V. Reed, Pedro A.C. Saffi, Edward D. Van Wesep
| Year of publication: |
2021
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|---|---|
| Authors: | Reed, Adam V. ; Saffi, Pedro A. C. ; Van Wesep, Edward D. |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 67.2021, 2, p. 1159-1182
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| Subject: | diversification discount | short-sales constraints | differences of beliefs | equity lending | conglomerates | Diversifikation | Diversification | Leerverkauf | Short selling | Theorie | Theory | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Konglomerat | Conglomerate | Kapitaleinkommen | Capital income | Wertpapierhandel | Securities trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2019.3467 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012505399