"Persistence and Procyclicality in Margin Requirements."

Paul Glasserman, Qi Wu (2018)

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DOI: 10.1287/MNSC.2017.2915

access: closed

type: Journal Article

metadata version: 2021-06-22

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Paul Glasserman, Qi Wu:
Persistence and Procyclicality in Margin Requirements. Manag. Sci. 64(12): 5705-5724 (2018)

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