Still, bridging this seemingly expansive divide is not impossible; many have already done so. It simply demands the organization adopt a more comprehensive approach, such as cyber risk modeling, to ...
Portfolio Optimization and Risk Analysis in Python for investment strategies. Efficient Frontier modeling, Monte Carlo simulation, risk metrics (Sharpe ratio, VaR), and Fama French factor models.
Risk models at Credit Suisse had flagged the dangers before their $5.5 billion Archegos loss. Silicon Valley Bank's risk metrics showed clear warnings before their collapse. In both cases ...