Results 111 to 120 of about 774,711 (167)

Credit Risk Monte Carlos Simulation Using Simplified Creditmetrics' Model: the joint use of importance sampling and descriptive sampling [PDF]

open access: yes
Monte Carlo simulation is implemented in some of the main models for estimating portfolio credit risk, such as CreditMetrics, developed by Gupton, Finger and Bhatia (1997). As in any Monte Carlo application, credit risk simulation according to this model
Eduardo Saliby   +1 more
core  

Evaluating Asset Pricing Models in a Fama-French Framework [PDF]

open access: yes
In this work we propose a methodology to compare different stochastic discount factor (SDF) proxies based on relevant market information. The starting point is the work of Fama and French, which evidenced that the asset returns of the U.S.
Carlos Enrique Carrasco Gutierrez   +1 more
core  

Combining Hodrick-Prescott Filtering with a Production Function Approach to Estimate Output Gap [PDF]

open access: yes
Many models were used to identify the factors affecting the demand for overnight funds by commercial banks. Theses models overcome overdispersion problems caused by excess of zeros found in the dataset. Generalized Linear Latent and Mixed Models (GLLAMM)
Marta Areosa
core  

Fatores de risco para mastite infecciosa em cabras leiteiras criadas no Estado da Bahia

open access: yesArquivos do Instituto Biológico
Objetivou-se neste estudo identificar os fatores de risco associados à mastite infecciosa ca-prina no sertão do Estado da Bahia. Foram visitadas 13 propriedades, totalizando 320 cabras em lactação e 640 metades mamárias. Amostras de leite foram coletadas
R.M. Peixoto   +6 more
doaj  

Estimation of Economic Capital Concerning Operational Risk in a Brazilian Banking Industry Case [PDF]

open access: yes
The advance of globalization of the international financial market has implied a more complex portfolio risk for the banks. Furthermore, several points such as the growth of e-banking and the increase in accounting irregularities call attention to ...
Délio José Cordeiro Galvão   +2 more
core  

Artificial Intelligence computed tomography models for the discrimination of Wilms versus non-Wilms tumors: systematic review and meta-analysis. [PDF]

open access: yesJ Bras Nefrol
Feitosa Filho HN   +8 more
europepmc   +1 more source

Analysis of sarcopenia parameters and falls in hemodialysis patients: no association found in a cross-sectional study. [PDF]

open access: yesJ Bras Nefrol
Oblanca JV   +7 more
europepmc   +1 more source

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