Results 71 to 80 of about 5,439,964 (250)
Downside risk neutral probabilities
, 2016 Risk neutral probabilities are adjusted to take into account the asset price effect of risk preferences. This paper introduces downside (respectively outer) risk neutral probabilities, which are adjusted to take into account the asset price effect of ...
Eeckhoudt, Louis, Chaigneau, Pierre
core +5 more sources
Cogent Food & AgricultureIn China, the rising frequency of extreme weather events poses threats to grain production and increases the downside risk of grain yield. Meanwhile, the rate of farmland transfer has increased significantly.
Xue Gao, Lili Wu
doaj +1 more source
Modified Standard Risk Assessment Based on Optimal Capacity Investment Decisions and Portfolio Optimization (Infrastructure Speculation and New Financial Instrument) [PDF]
تحقیقات مالی اسلامی (پیوسته), 2013 In order to use an Islamic financial instrument, this paper intends to measure and evaluate negative and positive deviations from target rate of return in investment opportunity evaluation,that leads to presenting an upside potential- adjusted risk ...
Fereidoun Rahnamay Roudposhti +1 more
doaj
Anatomical Sciences Education, EarlyView.Our custom workflow creates anatomically accurate and diverse 3D skull models. Precise sex‐specific anatomical detail is ensured by CT‐based segmentation. Our models capture anatomical variations and pathologies. Our cost‐effective 3D printing workflow enhances model durability and fidelity.
Marina Moser +5 more
wiley +1 more source
A Note on the Intensity of Downside Risk Aversion [PDF]
In this note we show that the measure of intensity of downside risk aversion proposed recently by Crainich and Eeckhoudt (2007) cannot be guaranteed to exist. We do this by means of an example in which the existence of the measure depends upon the values
Francisco J. Vazquez, Richard Watt
core
Optimising the Stutzer ratio in multivariate agricultural portfolios
Agricultural Economics (AGRICECON)This paper evaluates the risk-adjusted performance of multivariate agricultural portfolios using the Stutzer ratio, an advanced measure that accounts for non-normal return distributions and downside risk.
Dejan Živkov +2 more
doaj +1 more source
Tail Dependence and Risk Spillover from the US to GCC Banking Sectors
Mathematics, 2020 This study investigates the structure of the tail dependence between the United States (US) and Gulf Cooperation Council (GCC) banking sectors for the period February 2010 to July 2017.
Faisal Alqahtani +3 more
doaj +1 more source
Efficacy, safety and cost‐effectiveness of CAR‐T therapy
British Journal of Clinical Pharmacology, EarlyView.CAR T‐cells demonstrate high efficacy in blood cancers, including ALL, MM and DLBCL. Innovations target solid tumours despite challenges such as antigen escape. Combination therapies enhance the delivery and infiltration of CAR T cells. Toxicity, cost and resistance remain major barriers to clinical use.
Emina Karahmet Sher +7 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
Stock return, risk and asset pricing [PDF]
, 2008 This thesis attempts to address a number of issues that have been identified in the asset pricing literature as essential for shaping stock returns. These issues include the need to uncover the link between the macroeconomic variables and stock returns ...
Ghunmi, Diana Nawwash Abed El-Hafeth Abu +2 more
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