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2. Integer programs for margining option portfolios by option spreads with more than four legs. (2013). Timkovsky, V. G. ; Matsypura, D..
   In: Computational Management Science.
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3. Collateralized Borrowing and Life-Cycle Portfolio Choice. (2006). Willen, Paul ; Kubler, Felix.
   In: NBER Working Papers.
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4. Collateralized borrowing and life-cycle portfolio choice. (2006). Willen, Paul ; Kubler, Felix.
   In: Public Policy Discussion Paper.
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1. Dynamic margin optimization. (2024). Dömötör, Barbara ; Berlinger, Edina ; Dmtr, Barbara ; Bihary, Zsolt.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010298.

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2. Evolution of trust in the N-player trust game with the margin system. (2024). Liu, Yuyuan ; Guo, Ruqiang ; Zhang, Liang.
   In: Applied Mathematics and Computation.
   RePEc:eee:apmaco:v:473:y:2024:i:c:s0096300324001218.

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3. Hedging with automatic liquidation and leverage selection on bitcoin futures. (2023). Alexander, Carol ; Deng, Jun ; Zou, Bin.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:306:y:2023:i:1:p:478-493.

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4. Data-driven value extraction and human well-being under EU law. (2022). Trzaskowski, Jan.
   In: Electronic Markets.
   RePEc:spr:elmark:v:32:y:2022:i:2:d:10.1007_s12525-022-00528-0.

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5. The collateral rule: Evidence from the credit default swap market. (2022). Cheng, Wan-Schwin Allen ; Giglio, Stefano ; Haynes, Richard ; Capponi, Agostino.
   In: Journal of Monetary Economics.
   RePEc:eee:moneco:v:126:y:2022:i:c:p:58-86.

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6. Fundamental questions on central counterparties: A review of the literature. (2021). Berndsen, Ron.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:41:y:2021:i:12:p:2009-2022.

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7. Five Fundamental Questions on Central Counterparties. (2020). Berndsen, Ron.
   In: Other publications TiSEM.
   RePEc:tiu:tiutis:1f3bd844-92ab-4104-8f57-9e18c384bd2b.

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8. Five Fundamental Questions on Central Counterparties. (2020). Berndsen, Ron.
   In: Discussion Paper.
   RePEc:tiu:tiucen:1f3bd844-92ab-4104-8f57-9e18c384bd2b.

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9. Futures commission merchants, customer funds and capital requirements: An organizational analysis of the futures industry. (2020). Shen, MO ; Gay, Gerald D ; Emm, Ekaterina E.
   In: Journal of Commodity Markets.
   RePEc:eee:jocoma:v:18:y:2020:i:c:s240585131930008x.

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10. Anti-cyclical versus risk-sensitive margin strategies in central clearing. (2019). Dömötör, Barbara ; Berlinger, Edina ; Illes, Ferenc ; Domotor, Barbara.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:62:y:2019:i:c:p:117-131.

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11. Optimal margin requirement. (2019). Dömötör, Barbara ; Berlinger, Edina ; Illes, Ferenc ; Domotor, Barbara.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318307165.

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12. A parsimonious parametric model for generating margin requirements for futures. (2019). Alexander, Carol ; Kaeck, Andreas ; Sumawong, Anannit.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:273:y:2019:i:1:p:31-43.

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13. Setting the futures margin with price limits: the case for single-stock futures. (2017). Tse, Yiuman ; Chou, Jian-Hsin ; Fung, Hung-Gay ; Chen, Chen-Yu.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:48:y:2017:i:1:d:10.1007_s11156-015-0548-7.

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14. The effects of margin changes on commodity futures markets. (2016). Skiadopoulos, George ; Daskalaki, Charoula.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:22:y:2016:i:c:p:129-152.

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15. Are Japanese margin buyers informed?. (2016). Ko, Kwangsoo ; Lee, Bong-Soo.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:45:y:2016:i:c:p:47-53.

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16. The Effects of Margin Changes on Commodity Futures Markets. (2014). Skiadopoulos, George ; Daskalaki, Charoula.
    In: Working Papers.
    RePEc:qmw:qmwecw:736.

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17. Derivatives Clearing, Default Risk, and Insurance. (2013). Perignon, Christophe ; Jones, Robert.
    In: Journal of Risk & Insurance.
    RePEc:bla:jrinsu:v:80:y:2013:i:2:p:373-400.

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18. CoMargin. (2013). Chaker, Selma ; Meddahi, Nour.
    In: Staff Working Papers.
    RePEc:bca:bocawp:13-47.

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19. Inducing agents to report hidden trades: a theory of an intermediary. (2009). Leitner, Yaron.
    In: Working Papers.
    RePEc:fip:fedpwp:09-10.

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20. Rise and Fall of the First Financial Futures Market in China: The Case of Chinese Government Bond Futures. (2009). Zhou, Zhong-Guo ; Chen, Chao.
    In: China & World Economy.
    RePEc:bla:chinae:v:17:y:2009:i:2:p:110-124.

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21. The Derivatives Sourcebook. (2006). Scholes, Myron ; merton, robert ; Lo, Andrew ; Lim, Terence .
    In: Foundations and Trends(R) in Finance.
    RePEc:now:fntfin:0500000005.

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22. Clearing margin system in the futures markets—Applying the value-at-risk model to Taiwanese data. (2006). Chiang, Shu-Mei ; Hung, Jui-Cheng ; Chiu, Chien-Liang.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:367:y:2006:i:c:p:353-374.

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23. Margin requirements across equity-related instruments: how level is the playing field?. (2003). Fortune, Peter.
    In: New England Economic Review.
    RePEc:fip:fedbne:y:2003:p:31-50.

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24. Race to the center: competition for the Nikkei 225 futures trade. (2001). Ito, Takatoshi ; Lin, Wen-Ling.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:8:y:2001:i:3:p:219-242.

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25. Hedge Funds and the Collapse of Long-Term Capital Management. (1999). Edward, Franklin R..
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:13:y:1999:i:2:p:189-210.

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26. The Pricing of Australian Index Futures Contracts with Taxes and Transaction Costs. (1998). .
    In: Australian Journal of Management.
    RePEc:sae:ausman:v:23:y:1998:i:1:p:57-81.

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27. Valuing the Futures Market Clearinghouses Default Exposure During the 1987 Crash. (1998). Craine, Roger ; Bates, David.
    In: NBER Working Papers.
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28. Margin Requirements, Volatility, and Market Integrity: What Have We Learned Since the Crash?. (1998). Kupiec, Paul.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:13:y:1998:i:3:p:231-255.

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29. The behavior of extreme values in Germanys stock index futures: An application to intradaily margin setting. (1998). Broussard, John ; Booth, Geoffrey G..
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:104:y:1998:i:3:p:393-402.

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30. Margin requirements, volatility, and market integrity: what have we learned since the crash?. (1997). Kupiec, Paul.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1997-22.

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31. Rational price limits in futures markets: tests of a simple optimizing model. (1994). Ackert, Lucy ; Hunter, William C.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:4:y:1994:i:1:p:93-108.

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