Results 101 to 110 of about 690,474 (299)

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, Oliver Alfonso, María Dolores   +1 more
core  

On the coherence of Expected Shortfall

, 2001
Expected Shortfall (ES) in several variants has been proposed as remedy for the defi-ciencies of Value-at-Risk (VaR) which in general is not a coherent risk measure. In fact, most definitions of ES lead to the same results when applied to continuous loss
Acerbi, Carlo, Tasche, Dirk
core   +4 more sources

Fibroblast Activation Protein Promotes Thoracic Aortic Dissection via PLAUR/ITGB1‐Mediated Pro‐inflammatory Macrophage Polarization

Advanced Science, EarlyView.
This study reveals that FAP promotes thoracic aortic dissection (TAD) through a nonenzymatic mechanism involving fibroblast‐macrophage crosstalk via the FAP/PLAUR/ITGB1/FAK axis. Targeting this pathway might offer a promising therapeutic strategy for TAD.
Hongqiao Zhu, Jianlie Wu, Ziyi Xu, Yifei Pei, Zaiping Jing, Jian Zhou, Rui Feng, Junjun Liu   +7 more
wiley   +1 more source

APPLICATION OF THE RANDOM FOREST ALGORITHM FOR ESTIMATING CONDITIONAL VALUE AT RISK (CVAR) ON THE STOCK PORTFOLIO OF INSURANCE COMPANIES IN INDONESIA

Barekeng
This study aims to estimate Conditional Value at Risk (CVaR) for insurance company stock portfolios using a machine learning approach to improve the accuracy of financial risk measurement under extreme market conditions.
Purwanto Purwanto, Agna Olivia
doaj   +1 more source

Resolvin D5 Inhibits CXCL8 Expression in Colonic Epithelial Cells Through Activating GPR101 to Impede Neutrophil Recruitment and Consequently Alleviate Ulcerative Colitis

Advanced Science, EarlyView.
RvD5 effectively alleviates UC by inhibiting STAT1 signaling to reduce CXCL8 expression in colonic epithelial cells via activation of GPR101, which subsequently decreases the infiltration of neutrophils in the colonic mucosal epithelium. Epimedin A1, a natural allosteric inhibitor of 5‐LOX, demonstrates potential as a therapeutic agent for UC by ...
Pengxiang Guo, Yilei Guo, Yanrong Zhu, Ke Yan, Yulai Fang, Jiafeng Zhang, Yue He, Zhifeng Wei, Yufeng Xia, Yue Dai   +9 more
wiley   +1 more source

Risk in Transport investments [PDF]

We discuss how the standard Cost-Benefit Analysis should be modified in order to take risk (and uncertainty) into account. We propose different approaches used in finance (Value at Risk, Conditional Value at Risk, Downside Risk Measures, and Efficiency ...
André de Palma, Laetitia Andrieu, Nathalie Picard   +2 more
core  

Atrophic Skeletal Muscle‐Derived Extracellular Vesicles Transfer miR‐125a‐5p to Inhibit Bone Formation in Osteoporosis during Aging

Advanced Science, EarlyView.
A muscle‐bone endocrine pathway in aging is revealed in which extracellular vesicles released from atrophic skeletal muscle (Aged‐SKM‐EVs) inhibit bone formation. These EVs deliver miR‐125a‐5p to osteoblasts, thereby suppressing the SIRT7‐Sp7 signaling axis and osteogenic differentiation.
Xiaoyan Shao, Pan Zhang, Zhidan Fan, Jiaquan Lin, Xiang Chen, Na Liu, Wang Gong, Yi He, Yining Zhou, Tianshu Shi, Yong Shi, Yuze Ma, Wentian Gao, Haosheng Wang, Depeng Fang, Chengzhi Wang, Wenshu Wu, Wenjin Yan, Jianghui Qin, Dongyang Chen, Haiguo Yu, Qing Jiang, Baosheng Guo   +22 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, Michael McAleer, Shawkat Hammoudeh   +2 more
core   +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., Rachev, Svetlozar T., Stoyanov, Stoyan V.   +2 more
core  

Connexin43 Deficiency Leads to Ventricular Arrhythmias by Reprogramming Proline Metabolism

Advanced Science, EarlyView.
The study demonstrated that connexin43 (Cx43) knockout caused arrhythmic phenotype and decreased proline content in vitro and in vivo. Mechanistically, Cx43 interacts with the amino acid transporter SNAT2 (sodium‐dependent neutral amino acid transporter), and its deficiency disrupts proline transport and metabolism.
Hangying Ying, Hangping Fan, Yunhe Wang, Ruhong Jiang, Dongsheng Cai, Hui Cheng, Hao Wang, Chenyang Jiang, Ping Liang   +8 more
wiley   +1 more source