Keywords: Short selling
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Journal Articles
Critical Finance Review (2025) 14 (1): 27–64.
Published: 19 March 2025
... assets Borrowing Margin Short selling Options Futures Restricted securities Performance Risk Risk compensation G11 G23 Since 2000, there has been a rise in the complexity of mutual funds as more funds have been given the authority to use derivatives, leverage, and illiquid assets...
Includes: Supplementary data
Journal Articles
Critical Finance Review (2015) 4 (1): 139–148.
Published: 29 June 2015
... short selling reverse optimization G11 G12 One of the central implications of the Capital Asset Pricing Model (CAPM) is that the market portfolio is mean-variance efficient. As the market portfolio is by definition a positive portfolio (that is, all the portfolio weights are positive...

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