Research Article
Performance Evaluation of Portfolios with Margin Requirements
Table 1
Descriptive statistics of selected stocks.
| ā | 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 |
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