At The start of 2012, a portfolio held by JPMorgan Chase’s Chief Investment Office kept breaching its risk limits. Then a new value-at-risk model arrived, and the problem seemed to vanish. Under the new model, the portfolio’s reported risk fell by roughly half. Within months, the trades later known as https://quantitative-trading-rese84951.ivasdesign.com/64941922/who-measures-the-measurer-what-institutions-know-about-algorithmic-trading-risk-management
The Number That Said It Was Safe: What Institutions Know About Algorithmic Trading Risk Management
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