Lezgin Ay

Iowa State University - Department of Finance, Ph.D. Student

Ames, IA 50011

United States

SCHOLARLY PAPERS

1

DOWNLOADS

67

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Margin Requirements, Risk Taking, and Multifactor Models

Number of pages: 68 Posted: 11 Dec 2018 Last Revised: 03 Dec 2019
University of Illinois at Chicago, Iowa State University - Department of Finance, Ph.D. Student, University of South Carolina - Department of Finance and Iowa State University - Finance Department
Downloads 67 (366,648)

Abstract:

Loading...

Asset pricing, CAPM, multifactor models, security market line, leverage constraints, margin requirements, risk premia.