Securities Lending Strategies, TBR and TBR (Theoretical Borrow Rate and Thoughts Beyond Rates)-Reference-Cited by-同舟云学术

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Securities Lending Strategies, TBR and TBR (Theoretical Borrow Rate and Thoughts Beyond Rates)

Published:2015 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Kashyap Ravi

Publisher

Elsevier BV

Reference28 articles.

1. Approximating the Distribution of a Sum of Log-normal Random Variables;B R Cobb;Statistics and Computing,2012

2. The market for borrowing stock;G ? D'avolio;Journal of nancial economics,2002

3. Securities lending, shorting, and pricing;D ? Due;Journal of Financial Economics,2002

4. Resolving uncertainty about the number of bidders in independent private-value auctions: an experimental analysis;D Dyer;The RAND Journal of Economics,1989

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

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2. Beating Benchmarks by Bundling Bouncy Baskets;SSRN Electronic Journal;2018

3. Notes on Uncertainty, Unintended Consequences and Everything Else;SSRN Electronic Journal;2016

4. Securities Lending Strategies, Valuation of Term Loans using Option Theory;SSRN Electronic Journal;2016

5. Trading Strategies and Market Colour: The Benefits of Friendship with Quantitative Analysts and Financial Engineers;SSRN Electronic Journal;2013

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