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Short Selling: Strategies, Risks, and Rewards

Frank J. Fabozzi (Editor), Cliff Asness (Foreword by)
ISBN: 978-0-471-66020-0
Hardcover
432 pages
October 2004
List Price: US $94.95
Government Price: US $48.42
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Short Selling: Strategies, Risks, and Rewards (0471660205) cover image
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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.

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