Results 101 to 110 of about 22,282,993 (221)
"The Importance of Being Predictable" by John B. Taylor -- "Monetary Policy Under Uncertainty" by Ben S.
Ben S. Bernanke +2 more
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Operational Risk Management [PDF]
We view risk management as an integral part of good management. Risk management should take a balanced view of decision problems encompassing all significant risks and rewards. Operational risks are only one type of risks and therefore are only one piece
Jacques Pezier
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The Abnormal Performance of Bond Returns [PDF]
This article studies the link between the predictability of futures returns and the business cycle. Modelling the relationship between the variation through time in expected futures returns and economic activity should give us some insight as to whether ...
Joelle Miffre
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Symmetric Normal Mixture GARCH [PDF]
Normal mixture (NM) GARCH models are better able to account for leptokurtosis in financial data and offer a more intuitive and tractable framework for risk analysis and option pricing than student’s t-GARCH models.
Carol Alexandra, Emese Lazar
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Common Correlation and Calibrating the Lognormal Forward Rate Model [PDF]
1997 three papers that introduced very similar lognormal diffusion processes for interest rates appeared virtuously simultaneously. These models, now commonly called the 'LIBOR models' are based on either lognormal diffusions of forward rates as in Brace,
Carol Alexandra
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The Continuous Limit of GARCH Processess [PDF]
Contrary to popular belief, the diffusion limit of a GARCH variance process is not a diffusion model unless one makes a very specific assumption that cannot be generalized.
Carol Alexandra, Emese Lazar
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Joined-Up Pensions Policy in the UK: An Asset-Libility Model for Simultaneously Determining the Asset Allocation and Contribution Rate [PDF]
The trustees of funded defined benefit pension schemes must make two vital and inter-related decisions - setting the asset allocation and the contribution rate.
Charles Sutcliffe, John Board
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Antimicrobial use at the end of life: a retrospective cohort study. [PDF]
Sci RepSandqvist K, Ekström M.
europepmc +1 more source
A Framework for Supporting Patients and Families After a Severe Maternal Event. [PDF]
Obstet GynecolBauer ME +9 more
europepmc +1 more source
Tailoring an Implementation Strategy for Deprescribing as Part of a Comprehensive Geriatric Assessment (dCGA) in Long-Term Care Facilities: A Roundtable Discussion. [PDF]
Basic Clin Pharmacol ToxicolBelec D +4 more
europepmc +1 more source