"A New Method for Setting Futures Portfolios' Maintenance Margins: Evidence ..."

Chi Xie, Jiao-Jiao Yang, Gangjin Wang (2014)

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DOI: 10.1155/2014/325975

access: open

type: Journal Article

metadata version: 2020-07-16

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Chi Xie, Jiao-Jiao Yang, Gangjin Wang:
A New Method for Setting Futures Portfolios' Maintenance Margins: Evidence from Chinese Commodity Futures Markets. J. Appl. Math. 2014: 325975:1-325975:11 (2014)

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