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Quantitative Finance · Glossário

O que é Hard-to-borrow list?

Definition 1.2 Strategies I: Equities and Futures · Capítulo 1 — Anatomy of a Stat-Arb Book

A prime broker’s hard-to-borrow list names the stocks it cannot lend at the general-collateral fee: shorting them costs a higher borrow fee (Book 1, chapter 6), may be refused, and is exposed to recall.

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