Short selling: strategies, risks, and rewards

By: Fabozzi, Frank JMaterial type: TextTextSeries: Wiley finance seriesPublication details: New Jersey John Wiley & Sons 2004Edition: 1st edDescription: xvi, 416 p. ill. 24 cmISBN: 9780471660200Subject(s): BUSINESS &? ECONOMICS -- Investments &? Securities -- General | Short selling | Short selling (Securities) | Speculation | StocksDDC classification: 332.645 FAB
Contents:
Preface; Chapter 2 Functional forms of regression models; Chapter 3 Qualitative explanatory variables regression models; PART II: CRITICAL EVALUATION OF THE CLASSICAL LINEAR REGRESSION MODEL; Chapter 4 Regression diagnostic I: Multicollinearity; Chapter 5 Regression diagnostic II: Heteroscedasticity; Chapter 6 Regression diagnostic III: Autocorrelation; PART III: REGRESSION MODELS WITH CROSS-SECTIONAL DATA; Chapter 8 The logit and probit models; Chapter 9 Multinomial regression models; Chapter 11 Limited dependent variable regression models; Chapter 12 Modeling count data: the Poisson and negative binomial regression models; PART IV: TOPICS IN TIME SERIES ECONOMETRICS; Chapter 14 Cointegration and error correction models; Chapter 14 Cointegration and error correction models; Chapter 15 Asset price volatility: the ARCH and GARCH models
Summary: Short Selling offers managers and investors the information they need to benefit from pursuing a short selling strategy and the rationale for short selling even in a rising stock market. Financial expert Frank Fabozzi has collected a group of market exper
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 General 332.645 FAB (Browse shelf(Opens below)) Available M001997

Suggested by Prof. Diptiranjan Mahapatra

Preface; Chapter 2 Functional forms of regression models; Chapter 3 Qualitative explanatory variables regression models; PART II: CRITICAL EVALUATION OF THE CLASSICAL LINEAR REGRESSION MODEL; Chapter 4 Regression diagnostic I: Multicollinearity; Chapter 5 Regression diagnostic II: Heteroscedasticity; Chapter 6 Regression diagnostic III: Autocorrelation; PART III: REGRESSION MODELS WITH CROSS-SECTIONAL DATA; Chapter 8 The logit and probit models; Chapter 9 Multinomial regression models; Chapter 11 Limited dependent variable regression models; Chapter 12 Modeling count data: the Poisson and negative binomial regression models; PART IV: TOPICS IN TIME SERIES ECONOMETRICS; Chapter 14 Cointegration and error correction models; Chapter 14 Cointegration and error correction models; Chapter 15 Asset price volatility: the ARCH and GARCH models

Short Selling offers managers and investors the information they need to benefit from pursuing a short selling strategy and the rationale for short selling even in a rising stock market. Financial expert Frank Fabozzi has collected a group of market exper

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