On the efficacy of a portfolio approach to margin setting in a futures- style settlement system
| Year of publication: |
1993
|
|---|---|
| Authors: | Kupiec, Paul H. |
| Institutions: | Federal Reserve Board (Board of Governors of the Federal Reserve System) |
| Subject: | Futures |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 93-19 |
| Source: |
Persistent link: https://www.econbiz.de/10005394182