A text book treatment of calculating returns on non-traditional portfolios
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- L. Kalavathi & Latha Shanker, 1991. "Margin requirements and the demand for futures contracts," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 11(2), pages 213-237, 04.
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- Green, Richard C, 1986. " Positively Weighted Portfolios on the Minimum-Variance Frontier," Journal of Finance, American Finance Association, vol. 41(5), pages 1051-68, December.
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