Results 71 to 80 of about 46,274,052 (301)
Risks, 2019 In this paper, the generalized Pareto distribution (GPD) copula approach is utilized to solve the conditional value-at-risk (CVaR) portfolio problem.
Nader Trabelsi, Aviral Kumar Tiwari
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Interval Optimization In Portfolio Selection with Conditional Value At Risk [PDF]
تحقیقات مالی, 2017 In this paper portfolio selection problem with interval optimization approach is surveyed. CVaR is risk measure. CVaR is the expected loss depending on the chosen confidence level.
Amir Abbas Najafi +2 more
doaj +1 more source
The Gut–Heart Axis in Systemic Sclerosis: Evidence From a Large Prospective Early Disease Cohort
Arthritis Care &Research, EarlyView.Objective Cardiac involvement significantly impacts prognosis in systemic sclerosis (SSc), highlighting the need for early risk stratification. Gastrointestinal (GI) symptoms are common and often manifest early. Emerging data suggest a link between GI and cardiac manifestations, possibly through shared mechanisms like dysautonomia.
Francesca R. Di Ciommo +9 more
wiley +1 more source
Inference for conditional value-at-risk of a predictive regression
The Annals of Statistics, 2020 The authors deal with the inference problem of conditional value-at-risk under a linear predictive regression model. Denote by \(Y\) the return of an asset and let \(X = (X_1, \dots, X_k)^{\top}\) be a collection of predictors (market variables or risk factors).
He, Y., Hou, Y., Peng, L., Shen, H.
openaire +5 more sources
Arthritis Care &Research, EarlyView.Objective The aim of this study was to characterize the prevalence and correlates of dietary supplement use, identify commonly used supplements, and evaluate potential supplement–medication interactions among adults with systemic lupus erythematosus (SLE).
Sarah L. Patterson +7 more
wiley +1 more source
RISK BALANCING STRATEGIES IN THE FLORIDA DAIRY INDUSTRY: AN APPLICATION OF CONDITIONAL VALUE AT RISK [PDF]
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
core
PAC-Bayesian Bound for the Conditional Value at Risk
CoRR, 2020 Conditional Value at Risk (CVaR) is a family of "coherent risk measures" which generalize the traditional mathematical expectation. Widely used in mathematical finance, it is garnering increasing interest in machine learning, e.g., as an alternate approach to regularization, and as a means for ensuring fairness.
Mhammedi, Zakaria +2 more
openaire +4 more sources
Arthritis Care &Research, EarlyView.Objective Reproductive‐age women with systemic autoimmune and rheumatic diseases (SARDs) have unique information needs related to their SARDs and reproductive health. We sought to understand their use of and receptivity to current and hypothetical generative artificial intelligence (AI) tools for health information‐seeking. Methods We conducted a cross‐
Mariam Arif +5 more
wiley +1 more source
Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology [PDF]
Stylized facts on financial time series data are the volatility of returns that follow non-normal conditions such as leverage effects and heavier tails leading returns to have heavier magnitudes of extreme losses.
Cayton, Peter Julian A., Mapa, Dennis S.
core
CVaR in Measuring Sector's Risk on the Croatian Stock Exchange
Business Systems Research, 2018 Background: In this paper the well-known risk measurement method Conditional Value-at-Risk (CVaR) is applied to the Croatian stock market to estimate the risk for 8 sectors in Croatia.
Aljinović Zdravka, Trgo Andrea
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