Essec\Faculty\Model\Contribution {#2190
  #_index: "academ_contributions"
  #_id: "4929"
  #_source: array:26 [
    "id" => "4929"
    "slug" => "optimal-margin-levels-in-futures-markets-a-parametric-extreme-based-method"
    "yearMonth" => "1995-01"
    "year" => "1995"
    "title" => "Optimal Margin Levels in Futures Markets : A Parametric Extreme-based Method"
    "description" => "LONGIN, F. (1995). Optimal Margin Levels in Futures Markets : A Parametric Extreme-based Method. Dans: <i>Research Symposium Proceedings</i>. Chicago Board of Trade, pp. 223-268."
    "authors" => array:1 [
      0 => array:3 [
        "name" => "LONGIN François"
        "bid" => "B00000328"
        "slug" => "longin-francois"
      ]
    ]
    "ouvrage" => "Research Symposium Proceedings"
    "keywords" => []
    "updatedAt" => "2021-04-19 17:57:25"
    "publicationUrl" => null
    "publicationInfo" => array:3 [
      "pages" => "223-268"
      "volume" => null
      "number" => null
    ]
    "type" => array:2 [
      "fr" => "Actes d'une conférence"
      "en" => "Conference Proceedings"
    ]
    "support_type" => array:2 [
      "fr" => "Editeur"
      "en" => "Publisher"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => "Ce papier développe une nouvelle méthode pour fixer le niveau des dépôts de garantie (appels de marge) sur les marchés dérivés."
      "en" => "This paper presents a new method to set margins in futures markets. The extreme Value Theory is used to derive the margin level desired by brokers and the margin committee."
    ]
    "authors_fields" => array:2 [
      "fr" => "Finance"
      "en" => "Finance"
    ]
    "indexedAt" => "2024-04-18T21:22:06.000Z"
    "docTitle" => "Optimal Margin Levels in Futures Markets : A Parametric Extreme-based Method"
    "docSurtitle" => "Conference Proceedings"
    "authorNames" => "<a href="/cv/longin-francois">LONGIN François</a>"
    "docDescription" => "<span class="document-property-authors">LONGIN François</span><br><span class="document-property-authors_fields">Finance</span> | <span class="document-property-year">1995</span>"
    "keywordList" => ""
    "docPreview" => "<b>Optimal Margin Levels in Futures Markets : A Parametric Extreme-based Method</b><br><span>1995-01 | Conference Proceedings </span>"
    "docType" => "research"
    "publicationLink" => "<a href="#" target="_blank">Optimal Margin Levels in Futures Markets : A Parametric Extreme-based Method</a>"
  ]
  +lang: "en"
  +"_type": "_doc"
  +"_score": 9.237565
  +"parent": null
}