The news reporters obtained a quote from the research from
According to the news reporters, the research concluded: "The empirical results show that the new method can, respectively, lower the OCI value of all four kinds of futures portfolios for the In-sample period and the Out-of-sample period without significantly reducing the PI value as against the traditional model, which implies that the proposed method can be used to balance security and investment efficiency in the futures market."
For more information on this research see: A New Method for Setting Futures Portfolios' Maintenance Margins: Evidence from Chinese Commodity Futures Markets.
Our news correspondents report that additional information may be obtained by contacting
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