On the efficacy of a portfolio approach to margin setting in a futures- style settlement system
Paul Kupiec ()
No 93-19, Finance and Economics Discussion Series from Board of Governors of the Federal Reserve System (U.S.)
Keywords: Futures (search for similar items in EconPapers)
Date: 1993, Revised 1993
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfe:93-19
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