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Examining the Relationship between Diversification of Banking Resources and Expenses and Systemic Risk [PDF]
راهبرد مدیریت مالیThe purpose of this article was to investigate the relationship between the diversification of banking resources and expenses with systemic risk in the country's banking system.
Yazdan Gudarzi Farahani +2 more
doaj +1 more source
The downside risk-averse news-vendor minimizing conditional value-at-risk [PDF]
, 2005 technical ...
Gotoh Jun-ya, Takano Yuichi
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Advanced Science, EarlyView.Long‐term hippocampal place‐code dynamics are investigated using calcium imaging across weeks of maze navigation. Analyses reveal a novelty‐irrelevant Single‐Field Evolution Rule (SFER), where active fields promote persistence and inactive fields decline.
Cong Chen +10 more
wiley +1 more source
Hedging Risks in the Loss-Averse Newsvendor Problem with Backlogging
Mathematics, 2019 This paper studies the optimal order decisions for the loss-averse newsvendor problem with backordering and contributes to the risk hedging issue in the newsvendor model.
Xiaoqing Liu +2 more
doaj +1 more source
Beyond Value at Risk (VaR): The Conditional VaR (CvaR) [PDF]
, 2007 En los últimos años, el Valor en Riesgo (VeR) se ha convertido en un patrón comúnmente utilizado en la medición del Riesgo de Mercado por los directivos bancarios.
Feria Domínguez, José Manuel +1 more
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Advanced Science, EarlyView.In this study, we constructed a nanoparticle that was CD4 antibody‐mediated targeted, Fut7‐expressing plasmid‐loaded cationic liposome, namely CD4‐LDP‐Fut7. Upregulation of Fut7 expression in Tregs by using CD4‐LDP‐Fut7 can increase Treg homing to the intestine, thereby facilitating repair of the intestinal epithelial barrier and inhibiting ...
Qian Zhou +13 more
wiley +1 more source
Risk Management of Precious Metals [PDF]
This paper examines volatility and correlation dynamics in price returns of gold, silver, platinum and palladium, and explores the corresponding risk management implications for market risk and hedging. Value-at-Risk (VaR) is used to analyze the downside
Farooq Malik +2 more
core +3 more sources
Trading risk control model of electricity retailers in multi‐level power market of China
Energy Science & Engineering, 2019 The decision‐making and risk assessment of electricity purchase and sales is the key to adapt to the electricity market for independent electricity retailers in China.
Xiaobao Yu, Yixin Sun
doaj +1 more source
A new Bayesian method for estimation of value at risk and conditional value at risk
Empirical EconomicsAbstract Value at Risk (VaR) and Conditional Value at Risk (CVaR) have become the most popular measures of market risk in Financial and Insurance fields. However, the estimation of both risk measures is challenging, because it requires the knowledge of the tail of the distribution. Therefore, Extreme Value Theory initially seemed to be one of
Jacinto Martín +3 more
openaire +3 more sources
CVaR sensitivity with respect to tail thickness [PDF]
We consider the sensitivity of conditional value-at-risk (CVaR) with respect to the tail index assuming regularly varying tails and exponential and faster-than-exponential tail decay for the return distribution. We compare it to the CVaR sensitivity with
Fabozzi, Frank J. +2 more
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