The Calculation of Minimum Margin

Article Properties
  • Language
    English
  • Publication Date
    1982/12/01
  • Indian UGC (journal)
  • Citations
    13
  • Andrew Rudd Barra, Berkeley, California
  • Mark Schroeder Cornell University
Abstract
Cite
Rudd, Andrew, and Mark Schroeder. “The Calculation of Minimum Margin”. Management Science, vol. 28, no. 12, 1982, pp. 1368-79, https://doi.org/10.1287/mnsc.28.12.1368.
Rudd, A., & Schroeder, M. (1982). The Calculation of Minimum Margin. Management Science, 28(12), 1368-1379. https://doi.org/10.1287/mnsc.28.12.1368
Rudd, Andrew, and Mark Schroeder. “The Calculation of Minimum Margin”. Management Science 28, no. 12 (1982): 1368-79. https://doi.org/10.1287/mnsc.28.12.1368.
Rudd A, Schroeder M. The Calculation of Minimum Margin. Management Science. 1982;28(12):1368-79.
Journal Categories
Social Sciences
Commerce
Business
Social Sciences
Commerce
Business
Personnel management
Employment management
Social Sciences
Economic theory
Demography
Economics as a science
Social Sciences
Industries
Land use
Labor
Management
Industrial management
Technology
Manufactures
Production management
Operations management
Citations
Title Journal Journal Categories Citations Publication Date
Counter-cyclical Margins for Option Portfolios Journal of Economic Dynamics and Control
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Economic theory. Demography: Economics as a science
1 2023
Margin Calculation of Multi-Leg Option Strategies SSRN Electronic Journal 2017
Margining option portfolios by network flows

Networks
  • Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics: Computer engineering. Computer hardware
  • Technology: Manufactures: Production management. Operations management
  • Science: Mathematics
  • Technology: Engineering (General). Civil engineering (General)
  • Science: Mathematics: Instruments and machines: Electronic computers. Computer science
3 2011
Strategy vs risk in margining portfolios of options 4OR
  • Technology: Manufactures: Production management. Operations management
  • Technology: Engineering (General). Civil engineering (General)
5 2010
Operations in Financial Services—An Overview

Production and Operations Management
  • Technology: Manufactures
  • Technology: Manufactures: Production management. Operations management
  • Technology: Technology (General): Industrial engineering. Management engineering
  • Technology: Engineering (General). Civil engineering (General)
42 2010
Citations Analysis
The category Technology: Manufactures: Production management. Operations management 5 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Margins and market integrity: Margin setting for stock index futures and options and was published in 1984. The most recent citation comes from a 2023 study titled Counter-cyclical Margins for Option Portfolios. This article reached its peak citation in 2010, with 2 citations. It has been cited in 11 different journals. Among related journals, the Journal of Futures Markets cited this research the most, with 3 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year