Zobrazeno 1 - 10
of 733
pro vyhledávání: '"Margin requirements"'
Autor:
Holthausen, Cornelia1 cornelia.holthausen@ecb.int., Rønde, Thomas2
Publikováno v:
Review of Financial Studies. Winter2002, Vol. 15 Issue 5, p1561. 26p. 1 Chart, 8 Graphs.
Autor:
Hardouvelis, Gikas A.1, Theodossiou, Panayiotis2 theodoss@camden.rutgers.edu.
Publikováno v:
Review of Financial Studies. Winter2002, Vol. 15 Issue 5, p1525. 35p. 6 Charts, 1 Graph.
Publikováno v:
Journal of Finance (Wiley-Blackwell). Jun79, Vol. 34 Issue 3, p659-674. 16p. 2 Diagrams, 3 Charts.
Autor:
ECKARDT, JR., WALTER L.1, ROGOFF, DONALD L.2
Publikováno v:
Journal of Finance (Wiley-Blackwell). Jun76, Vol. 31 Issue 3, p995-1000. 6p.
Autor:
Agarwal, A.1, De Marco, S.2, Gobet, E.3, López-Salas, J. G.4, Noubiagain, F.5, Zhou, A.6, Bouchard, B., Chassagneux, J.-F., Delarue, F., Lelong, J.
Publikováno v:
ESAIM: Proceedings & Surveys. Feb2019, Vol. 65, p1-26. 26p.
Autor:
Capponi, Agostino1, Cheng, W. Allen1
Publikováno v:
Operations Research. Nov/Dec2018, Vol. 66 Issue 6, p1542-1558. 17p. 1 Chart, 2 Graphs.
Autor:
Chen, Chen-Yu1 roger@mail.cjcu.edu.tw, Chou, Jian-Hsin2 jian@nkfust.edu.tw, Fung, Hung-Gay3 FungH@msx.umsl.edu, Tse, Yiuman3 tseyi@umsl.edu
Publikováno v:
Review of Quantitative Finance & Accounting. Jan2017, Vol. 48 Issue 1, p219-237. 19p.
Autor:
Moran, Lee1 Lee@totallytop.co.uk, Wilkens, Sascha1 Wilkens@gmx.de
Publikováno v:
Journal of Risk Management in Financial Institutions. Spring2017, Vol. 10 Issue 2, p118-129. 12p.
Autor:
Artem I. Potapov
Publikováno v:
Финансовый журнал, Vol 15, Iss 5, Pp 94-116 (2023)
The implementation of a margin system in derivatives markets has a positive effect on market liquidity and market pricing efficiency. At the same time, portfolio diversification and hedging are not fully taken into account when assessing margin requi
Externí odkaz:
https://doaj.org/article/131f22dbbf9f44ec9c22b4d04b52f965