Margin requirements and portfolio optimization: A geometric approach Article

Guo, Sheng. (2014). Margin requirements and portfolio optimization: A geometric approach . 15(3), 191-204. 10.1057/jam.2014.20

keywords

  • Business & Economics
  • Business, Finance
  • Social Sciences
  • asset allocation
  • borrowing constraint
  • collateral
  • efficient frontier
  • margin
  • mean-variance
  • portfolio optimization

Digital Object Identifier (DOI)

publisher

  • PALGRAVE MACMILLAN LTD

start page

  • 191

end page

  • 204

volume

  • 15

issue

  • 3