Prudent Margin Levels in the Finnish Stock Index Futures Market

DOI10.1287/MNSC.43.8.1177MaRDI QIDQ4363672zbMATH OpenOpenAlexFDO

Authors G. Geoffrey Booth, John Paul Broussard, Teppo Martikainen, Vesa Puttonen

Publication date 25 May 1998

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.43.8.1177

zbMATH Keywords

extreme value techniquestock index futures

Mathematics Subject Classification ID

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