Results 101 to 110 of about 16,477 (266)

Covariance Structure Modeling of Engineering Demand Parameters in Cloud‐Based Seismic Analysis

Earthquake Engineering &Structural Dynamics, EarlyView.
ABSTRACT Probabilistic seismic demand modeling aims to estimate structural demand as a function of ground motion intensity—a critical stage in seismic risk assessment. Although many models exist to describe the structural demand, few consider the covariance among engineering demand parameters, potentially overlooking a key factor in improving the ...
Archie Rudman, Enrico Tubaldi, Roberto Gentile, John Douglas   +3 more
wiley   +1 more source

Asymmetric information of variance risk premium in the Chinese market: upside and downside volatility spillovers

Management System Engineering
We investigate the degree of asymmetry in the variance risk premium (VRP) using SSE 50 ETF options in the Chinese market. Our approach decomposes the VRP into upside and downside components and quantifies the dynamic spillover asymmetry measure (SAM ...
Jue Gong, Gang-Jin Wang, Zhao-Chen Li, Gazi Salah Uddin   +3 more
doaj   +1 more source

Characterization of Fatty Acid Profiles and Nutritional Quality Indices in Commercial Spreadable Processed Cheeses: Comparative Analysis and Health Implications

Food Safety and Health, EarlyView.
Natural processed cheeses showed a more favorable nutritional profile, including higher unsaturated fatty acids and better functional performance. A balanced fatty acid composition was identified as a key factor influencing meltability, oil separation, and overall quality of processed cheeses.
Shaimaa M. Hamdy, Amr A. Metwally, Mahmoud A. Deghedie, Hani S. Abdelmontaleb   +3 more
wiley   +1 more source

Downside risk

Journal of Portfolio Management, 1991
Sortino, F.A, van der Meer, R
openaire   +3 more sources

Optimal Design of Multi-Asset Options

Risks
The combination of stochastic derivative pricing models and downside risk measures often leads to the paradox (risk, return) = (−infinity, +infinity) in a portfolio choice problem. The construction of a portfolio of derivatives with high expected returns
Alejandro Balbás, Beatriz Balbás, Raquel Balbás   +2 more
doaj   +1 more source

The Role of Price‐Volatility Cojumps in Volatility Forecasting

Journal of Futures Markets, EarlyView.
ABSTRACT This paper investigates whether simultaneous jumps in prices and volatility improve volatility forecasting. Using up‐to‐date high‐frequency S&P 500 and VIX data, we identify price‐volatility cojumps at the intraday granularity and construct upside, downside, and asymmetric measures.
Kefu Liao
wiley   +1 more source

Accounting for the Opportunity Cost of Children's Time in Economic Evaluation: Challenges and Frequently Asked Questions

Health Economics, EarlyView.
ABSTRACT Economic evaluations carried out from a societal perspective ought to account for the opportunity cost of a range of resources, including those committed by care recipients. People's time is such a resource: it is limited, valuable and it has an opportunity cost that should be reflected in cost calculations.
Lazaros Andronis, Cameron Morgan, Cam Donaldson, Emily Lancsar, Stavros Petrou   +4 more
wiley   +1 more source

Scaling With Bias? The Role of Founders' HR Knowledge and Experience in Hiring and Managerial Appointments

Human Resource Management, EarlyView.
ABSTRACT New ventures are expected to continuously add new jobs and managerial positions to meet the expanding demands of scaling. However, the rapid pace and inherent uncertainty of scaling often lead founders of new ventures to rely on heuristics when making these critical hiring and managerial appointment decisions.
Mohamed Genedy, Lucia Naldi, Karin Hellerstedt, Johan Wiklund   +3 more
wiley   +1 more source

Using Deep Learning Conditional Value‐at‐Risk Based Utility Function in Cryptocurrency Portfolio Optimisation

International Journal of Finance &Economics, EarlyView.
ABSTRACT One of the critical risks associated with cryptocurrency assets is the so‐called downside risk, or tail risk. Conditional Value‐at‐Risk (CVaR) is a measure of tail risks that is not normally considered in the construction of a cryptocurrency portfolio.
Xinran Huang, Linzhi Tan, Haozhe Su, Jeremy Eng‐Tuck Cheah   +3 more
wiley   +1 more source

A Reinforcement Learning–Based Approach With Downside-Risk Protection for Battery Dispatch in Day-Ahead Markets

International Transactions on Electrical Energy Systems
In day-ahead electricity markets with high renewable penetration, price prediction errors are prevalent. These errors significantly increase the downside risk of energy storage arbitrage, potentially diminishing profits or even causing sustained losses ...
Xiayu Jiang, Fei Tang, Mo Chen, Bincheng Li, Yixin Yu, Jinxiu Ding, Xiao Li   +6 more
doaj   +1 more source