Michael Ong

Michael K. Ong Risk Advisory

Chicago, IL

United States

SCHOLARLY PAPERS

2

DOWNLOADS

347

CITATIONS

0

Scholarly Papers (2)

1.

Multi-Scale Capability: A Better Approach to Performance Measurement for Algorithmic Trading

Algorithmic Finance (2015), 4:1-2, 53-68
Number of pages: 17 Posted: 30 Aug 2014 Last Revised: 28 Jul 2015
Ricky Alyn Cooper, Michael Ong and Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business, IIT, Michael K. Ong Risk Advisory and Illinois Institute of Technology - Stuart School of Business
Downloads 252 (74,363)

Abstract:

risk-adjusted performance measure, term structure of capability, algorithmic trading, prudence

2.

The Incremental Expected Shortfall-Based Pricing: Application to a Cost-Effective Hedge of an Electricity Price-Volume Quanto Risk

Number of pages: 35 Posted: 14 Mar 2016
Sang Baum Kang, Michael Ong and Jialin Zhao
Illinois Institute of Technology - Stuart School of Business, Michael K. Ong Risk Advisory and Illinois Institute of Technology - Stuart School of Business, IIT
Downloads 0 (390,848)

Abstract:

Hedging Evaluation, Quanto Contracts, Financial Risk Management