A Theoretical Framework to Evaluate Different Margin-Setting Methodologies

Journal of Futures Markets

Volumn 24, Issue 2, 2004, Pages 117-145

  Lam, Kin ^a   Sin, Chor Yiu ^a   Leung, Rico ^b  

^a HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

^b Securities and Futures Commission   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0346967291     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.10108     Document Type: Article

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