Results 121 to 130 of about 22,282,993 (221)

Value at Risk and Market Crashes [PDF]

open access: yes
Many popular techniques for determining a securities firm’s value at risk are based upon the calculation of the historical volatility of returns to the assets that comprise the portfolio, and of the correlations between them. One such approach is the J.P.
Chris Brooks, Gita Persand
core  

Hedging Options with Scale-Invariant Models [PDF]

open access: yes
A price process is scale-invariant if and only if the returns distribution is independent of the price level. We show that scale invariance preserves the homogeneity of a pay-off function throughout the life of the claim and hence prove that standard ...
Carol Alexander, Leonardo M. Nogueira
core  

Cross Hedging with Single Stock Futures [PDF]

open access: yes
This study evaluates the efficiency of cross hedging with the new single stock futures (SSF) contracts recently introduced in the United States. We use matched sample estimation techniques to select SSF contracts that will reduce the basis risk of ...
Chris Brooks   +2 more
core  

How to talk about death? A cross-sectional survey on patients', informal caregivers' and health care professionals' views in the setting of allogenic hematopoietic stem cell transplantation. [PDF]

open access: yesAnn Hematol
Preuss L   +16 more
europepmc   +1 more source

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