Early In 2012, a portfolio in JPMorgan Chase’s Chief Investment Office was running over its risk limits. Then a new value-at-risk model arrived, and the problem seemed to vanish. The new model cut the portfolio’s reported risk roughly in half. Months afterward, the trades that came to be called the https://jaidenrmgyr.wikipowell.com/7482245/the_number_that_said_it_was_safe_algorithmic_trading_risk_management_the_institutional_way
Who Measures The Measurer?: Institutional Lessons in Algorithmic Trading Risk Management
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