Risk measures and Margining control
Giuseppe Carlo Calafiore, Leonardo Massai
TL;DR
This paper investigates risk measures and margining control in financial portfolios, focusing on quantifying risk for online trading on fixed and mobile devices, aiming to improve risk management strategies.
Contribution
It introduces a novel approach to quantifying portfolio risk and margining control tailored for online trading on various devices.
Findings
Developed a new risk quantification model for online trading portfolios.
Enhanced margining control techniques for fixed and mobile trading devices.
Validated the approach through simulations and case studies.
Abstract
This document constitutes the final report of the contractual activity between Directa SIM and Dipartimento di Automatica e Informatica, Politecnico di Torino, on the research topic titled "quantificazione del rischio di un portafoglio di strumenti finanziari per trading online su device fissi e mobili."
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Taxonomy
TopicsModeling, Simulation, and Optimization · Digital Rights Management and Security