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Mathematical Problems in Engineering
Volume 2014, Article ID 618706, 8 pages
Research Article

Performance Evaluation of Portfolios with Margin Requirements

1School of Business Administration, Hunan University, Changsha 410082, China
2Kent Business School, University of Kent, Canterbury CT2 7PE, UK

Received 6 January 2014; Accepted 7 February 2014; Published 12 March 2014

Academic Editor: Fenghua Wen

Copyright © 2014 Hui Ding et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Hui Ding, Zhongbao Zhou, Helu Xiao, Chaoqun Ma, and Wenbin Liu, “Performance Evaluation of Portfolios with Margin Requirements,” Mathematical Problems in Engineering, vol. 2014, Article ID 618706, 8 pages, 2014.