Performance Evaluation of Portfolios with Margin Requirements

Table 1

Descriptive statistics of selected stocks.

	Maximum	Minimum	Median	Mean
Expected return	0.0186	0.0007	0.0086	0.0087
Variance	0.0113	0.0028	0.0072	0.0072
Covariance	0.0113	0.0005	0.0040	0.0038