Working Paper
On the efficacy of a portfolio approach to margin setting in a futures- style settlement system
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https://fraser.stlouisfed.org/title/finance-economics-discussion-series-1491/efficacy-a-portfolio-approach-margin-setting-a-futures-style-settlement-system-717837
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Bibliographic Information
Provider: Board of Governors of the Federal Reserve System (U.S.)
Part of Series: Finance and Economics Discussion Series
Publication Date: 1993
Number: 93-19