Similar Search Results - EconBiz

A margin requirement based return calculation for portfolios of short option positions

Murray, Scott - In: Managerial Finance 39 (2013) 6, pp. 550-568

Purpose – Short option positions carry significant risk of losses well in excess of 100 per cent of the initial option price. Margin requirements associated with such positions are therefore considerable. The purpose of this paper is to develop a methodology for calculating margin...

Persistent link: https://www.econbiz.de/10014940300

A margin requirement based return calculation for portfolios of short option positions

Murray, Scott - In: Managerial Finance 39 (2013), pp. 550-568

Purpose – Short option positions carry significant risk of losses well in excess of 100 per cent of the initial option price. Margin requirements associated with such positions are therefore considerable. The purpose of this paper is to develop a methodology for calculating margin...

Persistent link: https://www.econbiz.de/10010691525

Using the results of a national assessment of educational achievement

Kellaghan, Thomas - 2009

Persistent link: https://www.econbiz.de/10011393381

A lottery-demand-based explanation of the beta anomaly

Bali, Turan G.; Brown, Stephen J.; Murray, Scott; Tang, Yi - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 6, pp. 2369-2397

Persistent link: https://www.econbiz.de/10011929337

Lu, Zhongijn; Murray, Scott - In: Journal of financial economics 131 (2019) 3, pp. 736-760

Persistent link: https://www.econbiz.de/10012133542

The bond-pricing implications of rating-based capital requirements

Murray, Scott; Nikolova, Stanislava - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 6, pp. 2177-2207

Persistent link: https://www.econbiz.de/10013367071

Charting by machines

Murray, Scott; Xia, Yusen; Xiao, Houping - In: Journal of financial economics 153 (2024), pp. 1-28

Persistent link: https://www.econbiz.de/10015072059

A service of the