Active margin system for margin loans and its application in Chinese market: using cash and randomly selected stock as collateral
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- Peter Fortune, 2001. "Margin lending and stock market volatility," New England Economic Review, Federal Reserve Bank of Boston, pages 3-25.
- Guanghui Huang & Jianping Wan & Cheng Chen, 2011. "An Active Margin System and its Application in Chinese Margin Lending Market," Papers 1101.3974, arXiv.org.
- Peter Fortune, 2000. "Margin requirements, margin loans, and margin rates: practice and principles," New England Economic Review, Federal Reserve Bank of Boston, issue Sep, pages 19-44.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2012-02-27 (Banking)
- NEP-CMP-2012-02-27 (Computational Economics)
- NEP-RMG-2012-02-27 (Risk Management)
- NEP-TRA-2012-02-27 (Transition Economics)
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