Asset Pricing with Dynamic Margin Constraints

Material TypeArticleLanguageEnglish
TitleAsset Pricing with Dynamic Margin Constraints Author(S)OLEG RYTCHKOV (Author)
Abstract  This paper provides a novel theoretical analysis of how endogenous time-varying margin requirements affect capital market equilibrium. ...Paginationp 405–452
SubjectEconomicsDescriptorsEconomics
Journal TitleThe Journal of Finance  
Permanent Linksclick here