Optimal initial margin levels in South African futures markets: An empirical analysis

Original Articles

Optimal initial margin levels in South African futures markets: An empirical analysis

Published in: Investment Analysts Journal
Volume 29 , issue 51 , 2000 , pages: 5–24
DOI: 10.1080/10293523.2000.11082403
Author(s): GJ Roth [AN0001] , EvdM Smit [AN0001]
Download full text Get new issue alerts

Abstract

There is no abstract available for this article, however you may find a scanned version of the first page here .
« Investment Basics XL: Bond price volatility
Value and momentum strategies: Evidence from the Johannesburg Stock Exchange »

Get new issue alerts for Investment Analysts Journal

Latest news

   more...

Latest articles

   more...