The price impacts of imposing short-sales constraints
Grant Data
Project Title
The price impacts of imposing short-sales constraints
Principal Investigator
Emeritus Professor Chang, Eric Chieh
(Principal Investigator)
Duration
30
Start Date
2007-01-01
Amount
522000
Conference Title
The price impacts of imposing short-sales constraints
Presentation Title
Keywords
price impacts, short-sales constraints
Discipline
Economics (including Finance) (Obsolete)
HKU Project Code
HKU 7403/06H
Grant Type
General Research Fund (GRF)
Funding Year
2006
Status
Completed
All Publications
| Title | Author(s) | Issue Date | |
|---|---|---|---|
Equilibrium asset and option pricing under jump diffusion Journal:Mathematical Finance | 2012 |