A VaR study of required margin for securities margin trading

DOI10.1080/09720510.2007.10701279MaRDI QIDQ3512030zbMATH OpenOpenAlexFDO

Authors Jer-Shiou Chiou, Mingchih Lee, J.-C. Hung

Publication date 11 July 2008

Published in Journal of Statistics and Management Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/09720510.2007.10701279

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

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