Results 171 to 180 of about 7,301,086 (391)
An experimental methodology testing for prudence and third-order preferences [PDF]
We propose an experimental method to test individuals for prudence (i.e. downside risk aversion) outside the expected utility framework. Our method relies on a novel representation of compound lotteries which allows for a systematic parameterization that
Daniel Wiesen, Sebastian Ebert
core
Portfolio Selection with Heavy Tails [PDF]
Consider the portfolio problem of choosing the mix between stocks and bonds under a downside risk constraint. Typically stock returns exhibit fatter tails than bonds corresponding to their greater downside risk.
de Vries, Casper G., Hyung, Namwon
core
The impact of less severe intimate partner aggression on child conduct problems
Children who were exposed to intimate partner aggression in their early development have a higher chance to show conduct problems later in childhood. This effect is only partially explained by maternal depressive symptoms. In addition, maternal warmth cannot buffer this impact.
Hedwig Eisenbarth +4 more
wiley +1 more source
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 +6 more
doaj +1 more source
The Ethanol Mandate and Downside Risk in Agriculture
Levi A. Russell +7 more
openalex +2 more sources
Abstract Background Children in foster care are at increased risk of experiencing cognitive, emotional and behavioural difficulties. There is a window of opportunity for early intervention associated with developmental sensitivity in the early years. Foster carers and the systems supporting them play a central role in intervention and support for the ...
Camilla Biggs +6 more
wiley +1 more source
Downside risk of derivative portfolios with mean-reverting underlyings [PDF]
We carry out a Monte-Carlo simulation of a standard portfolio management strategy involving derivatives, to estimate the sensitivity of its downside risk to a change of mean-reversion of the underlyings.
Leoni, Patrick L.
core
Motion Mitigation Techniques for Abdominal and Cardiac MR Imaging
ABSTRACT MRI of the heart and abdominal organs provides unparalleled soft tissue contrast and quantitative biomarkers, yet remains highly susceptible to physiological motion. Contractions of the myocardium, respiratory excursions, peristalsis, vascular pulsatility, and unpredictable bulk patient movement generate artifacts that impair image quality ...
Eric M. Schrauben +3 more
wiley +1 more source
Soil Water Holding Capacity Mitigates Downside Risk and Volatility in US Rainfed Maize: Time to Invest in Soil Organic Matter? [PDF]
Williams A +8 more
europepmc +1 more source
On the Downside of Heroism: Grey Zone Limitations on the Value of Social and Physical Risk Heroism
James K. Beggan
openalex +2 more sources

