Results 101 to 110 of about 237,695 (301)
Robust conditional variance estimation and value-at-risk
The Journal of Risk, 2001 A common approach to estimating the conditional volatility of short horizon asset returns is to use an exponentially weighted moving average (EWMA) of squared past returns. The EWMA estimator is based on the maximum likelihood estimator of the variance of the normal distribution, and is thus optimal when returns are conditionally normal. However, there
Harris, Richard D F, Guermat, Cherif
openaire +2 more sources
T Cell Exhaustion in Cancer Immunotherapy: Heterogeneity, Mechanisms, and Therapeutic Opportunities
Advanced Science, EarlyView.T cell exhaustion limits immunotherapy efficacy. This article delineates its progression from stem‐like to terminally exhausted states, governed by persistent antigen, transcription factors, epigenetics, and metabolism. It maps the exhaustion landscape in the TME and proposes integrated reversal strategies, providing a translational roadmap to overcome
Yang Yu +7 more
wiley +1 more source
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
Advanced Science, EarlyView.NSUN5 is downregulated in hyperuricaemic nephropathy. Overexpression of NSUN5 enhances the stability of SCD1 mRNA through the m5C reader YBX2, ultimately inhibiting ferroptosis in renal tubular epithelial cells. Additionally, this axis suppresses the NF‐κB signaling pathway to alleviate inflammation and upregulates ABCG2 to promote uric acid excretion,
Xiu‐xiu Song +12 more
wiley +1 more source
On a Multivariate Extension for Copula-Based Conditional Value at Risk
Journal of Statistical Theory and Applications (JSTA)Copula-based Conditional Value at Risk ( $$\textrm{CCVaR}$$ ) is a real-valued tail risk measure for multivariate random vectors defined through conditioning on a copula level set.
Andres Mauricio Molina Barreto
doaj +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
Advanced Science, EarlyView.Randall's plaques (RP) serve as the nidus for calcium oxalate (CaOx) kidney stones. The current study reveals that hydroxyapatite (HAP) crystals activate the THY1–GSK3α/β–β‐catenin axis in renal interstitial fibroblasts (hRIFs), inducing FASLG secretion.
Minghui Liu +14 more
wiley +1 more source
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures [PDF]
The Basel II Accord requires that banks and other Authorized Deposit-taking Institutions (ADIs) communicate their daily risk forecasts to the appropriate monetary authorities at the beginning of each trading day, using one or more risk models to measure ...
Michael McAleer +3 more
core +2 more sources
Advanced Science, EarlyView.Mesenchymal stromal cells (MSCs) show promise for treating immune‐related disorders through immunomodulation and tissue regeneration. This review gives a brief overview of current clinical approval of MSC therapies. It also discussed how bioengineering, including genetic modification, biomaterial delivery, extracellular vesicles, and iPSC‐derived MSCs,
Sichen Yang +6 more
wiley +1 more source
RISK BALANCING STRATEGIES IN THE FLORIDA DAIRY INDUSTRY: AN APPLICATION OF CONDITIONAL VALUE AT RISK
Legislation has prompted changes in milk price volatility. Milk price volatility impacts the producer's exposure to business risk which is compound by the firms financial risk. Financial risk is a function of the firms capital structure. In the short run
Zylstra, Michael J. +2 more
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