Concepedia

Margin Limits

Margin Limits is a risk management framework that specifies the maximum permissible deviation in financial exposure or loss relative to a predefined threshold, distinguishing it from other risk metrics by focusing on the boundary conditions for acceptable variance in margin requirements.

29

Publications

1.4K

Citations

55

Authors

41

Institutions

Publications per year

2017–2026

1

Parents

Publications

29

Margin Regulation and Stock Market Volatility

David A. Hsieh, Merton H. Miller · The Journal of Finance · 1990 · 198 citations

, , +17

Investment rules, margin, and market volatility

Gew-rae Kim, Harry M. Markowitz · The Journal of Portfolio Management · 1989 · 142 citations

, , +14

Margin Requirements, Volatility, and the Transitory Component of Stock Prices

A. Hardouvelis · American Economic Review · 2016 · 109 citations

, , +15

The Effects of Changing Margin Levels on Futures Market Activity, the Composition of Traders in the Market, and Price Performance

Michael L. Hartzmark · The Journal of Business · 1986 · 97 citations

, , +16

Margin requirements, volatility, and the transitory component of stock prices

Gikas A. Hardouvelis · RePEc: Research Papers in Economics · 1988 · 91 citations

, , +15

1–5 of 29

Authors

55

  1. GA
    Gikas A. Hardouvelis

    University of Piraeus, Greece

    3 publications · 185 citations

    3

    h-index

  2. HR
    Hans R. Dutt

    United States Securities and Exchange Commission, United States

    2 publications · 39 citations

    2

    h-index

  3. IL
    Ira L. Wein

    United States Securities and Exchange Commission, United States

    2 publications · 39 citations

    2

    h-index

  4. DA
    David A. Hsieh

    Duke University, United States

    2 publications · 247 citations

    2

    h-index

  5. MA
    Michael A. Goldberg

    University of British Columbia, Canada

    2 publications · 34 citations

    2

    h-index

1–5 of 55

Institutions

41

  1. United States Securities and Exchange Commission

    Washington, United States

    2 h-index

    4 publications

    78 citations

  2. Duke University

    Durham, United States

    2 h-index

    2 publications

    247 citations

  3. ASTER

    Rivière-du-Loup, Canada

    2 h-index

    2 publications

    247 citations

  4. Baruch College

    New York, United States

    2 h-index

    3 publications

    294 citations

  5. University of Nottingham

    Nottingham, United Kingdom

    1 h-index

    1 publications

    26 citations

  6. National Kaohsiung First University of Science and Technology

    Kaohsiung City, Taiwan

    1 h-index

    1 publications

    11 citations

  7. Vanderbilt University

    Nashville, United States

    1 h-index

    1 publications

    21 citations

  8. Harvard University

    Cambridge, United States

    1 h-index

    5 publications

    185 citations

1–8 of 41

Venues

  1. RePEc: Research Papers in Economics

    Repository · 5 publications · 213 citations

    5

    h-index

  2. Journal of Futures Markets

    4 publications · 119 citations

    4

    h-index

  3. SSRN Electronic Journal

    Repository · 3 publications · 51 citations

    3

    h-index

  4. The Journal of Business

    JB · 2 publications · 118 citations

    2

    h-index

  5. The Journal of Finance

    2 publications · 247 citations

    2

    h-index

1–5