Application of a General Risk Management Model to Portfolio Optimization Problems with Elliptical Distributed Returns for Risk Neutral and Risk Averse Decision Makers [PDF]
In this paper portfolio problems with linear loss functions and multivariate elliptical distributed returns are studied. We consider two risk measures, Value-at-Risk and Conditional-Value-at-Risk, and two types of decision makers, risk neutral and risk ...
Kaynar, B., Birbil, S.I., Frenk, J.B.G.
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Computationally Evidence‐Grounded Sequence‐First Design of Peptide Binders
Advanced Science, EarlyView.BOND‐PEP enables controllable, sequence‐first peptide binder design by grounding generation in binding evidence retrieved for each target. It uses topology‐conditioned message passing to integrate relevant peptide examples with the target protein sequence, forming a residue‐level representation that guides the generation of diverse, target‐specific ...
Wenze Ding
wiley +1 more source
CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles [PDF]
Value at Risk has become the standard measure of market risk employed by financial institutions for both internal and regulatory purposes. Despite its conceptual simplicity, its measurement is a very challenging statistical problem and none of the ...
Robert Engle, Simone Manganelli
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Chemical Bond‐Orchestrated Energy Depletion to Augment Lung Cancer Chemo‐Immunotherapy
Advanced Science, EarlyView.This study grafted dichloroacetic acid (DCA) into perylenediimide (PDI) skeleton via ionic or covalent bond to create novel metabolic agent PDIC‐AC and PDIC‐NAC, explicitly elaborated the underlying energy metabolism and therapeutic mechanism, and developed a promising strategy for energy metabolism‐targeting chemo‐immunotherapy by chemical bond ...
Xuejie Zhao +5 more
wiley +1 more source
Advanced Science, EarlyView.Scheme of the KLF9/WTAP/YTHDF2/m6A/CSF1R regulatory axis in osteoclastogenesis and estrogen‐deficient osteoporosis. WTAP‐mediated m6A modification of Csf1r mRNA governs osteoclastogenesis via a YTHDF2‐mediated pathway. Pathological upregulation of KLF9 drives Wtap transcription, leading to increased m6A deposition on the 3’‐UTR of Csf1r mRNA.
Chen Shen +14 more
wiley +1 more source
THE PORTFOLIO OF FINANCIAL ASSETS OPTIMIZATION. DIFFERENT APPROACHES TO ASSESS RISK
Quantitative Methods in Economics, 2018 Petro Hrytsiuk
doaj +1 more source
Fzd7 Restrains Pink1‐Dependent Mitophagy in Suture Stem Cells to Maintain Cranial Suture Patency
Advanced Science, EarlyView.How suture stem cells fail to preserve cranial suture patency remains incompletely understood. Integrated single‐cell and high‐resolution spatial transcriptomic analyses identify reduced Fzd7 expression in Prrx1+ suture stem cells as an early feature of craniosynostosis.
Xinyan Chen +10 more
wiley +1 more source
ESTIMASI NILAI CONDITIONAL VALUE AT RISK MENGGUNAKAN FUNGSI GAUSSIAN COPULA
E-Jurnal Matematika, 2015 Copula is already widely used in financial assets, especially in risk management. It is due to the ability of copula, to capture the nonlinear dependence structure on multivariate assets.
HERLINA HIDAYATI +2 more
doaj
Metabolic Memory in Cardiovascular Disease: Encoding, Propagation, and Therapeutic Targeting
Advanced Science, EarlyView.Cardiovascular risk often persists after metabolic abnormalities are corrected. This conceptual Review frames such persistence as metabolic memory, encoded through a narrowing therapeutic window from reversible marks to irreversible damage, with continuous input from peripheral organs.
Cheng Cheng +12 more
wiley +1 more source
Value at risk models in finance [PDF]
The main objective of this paper is to survey and evaluate the performance of the most popular univariate VaR methodologies, paying particular attention to their underlying assumptions and to their logical flaws.
Manganelli, Simone, Engle, Robert F.
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