Consultancy firm KPMG, together with a team of researchers from the Technical University of Denmark (DTU) and a yet-to-be-named European bank, has been piloting the use of quantum computing to ...

Marginal risk that represents the risk contribution of an individual asset is an important criterion in portfolio selection and risk management. In the literature, however, the measure of marginal ...

Investment and risk management lie at the heart of modern finance, blending sophisticated quantitative methods with strategic decision‐making to achieve robust portfolio performance under uncertainty.

The criterion is inspired by the Chicago Mercantile Exchange's riskbased margining system, which sets the collateralization requirements on margin accounts. The margin criterion computes the losses ...