The Implications of VaR and Short-Selling Restrictions on the Portfolio Manager Performance
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More about this item
Keywords
Performance valuation; Asymmetric information; Financial regulation; VaR restriction; Short-Selling restriction;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CTA-2013-01-26 (Contract Theory and Applications)
- NEP-RMG-2013-01-26 (Risk Management)
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