Research Article
Performance Evaluation of Portfolios with Margin Requirements
Table 2
Correlation of efficiencies with different sample sizes and margin requirements.
| Sample size | 100 | 500 | 1000 | 2000 |
| Cash margin | 0.8778 | 0.9816 | 0.9818 | 0.9994 | Cash and discounted risky asset margin | 0.7190 | 0.9761 | 0.9833 | 0.9967 |
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