Results 241 to 250 of about 5,506,840 (290)

Expected return—expected loss approach to optimal portfolio investment

Theory and Decision, 2022
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Collateralization, Leverage, and Stressed Expected Loss

SSRN Electronic Journal, 2015
We describe a general equilibrium model with a banking system in which the deposit bank collects deposits from households and the merchant bank provides funds to firms. The merchant bank borrows collateralized short-term funds from the deposit bank. In an economic downturn, as the value of collateral decreases, the merchant bank must sell assets on ...
Eric Jondeau, Amir Khalilzadeh
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Do Evolutionary Processes Minimize Expected Losses?

Journal of Theoretical Biology, 2000
Evolution by variation and natural selection is often viewed as an optimization process that favors those organisms which are best adapted to their environment. This leaves open the issue of how to measure adaptation and what criterion is implied for optimization.
D B, Fogel, H G, Beyer
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Managing Weight Loss Expectations

JAMA, 2014
Importance: Weight loss surgery (WLS) has been shown to produce long-term weight loss but is not risk free or universally effective. The weight loss expectations and willingness to undergo perioperative risk among patients seeking WLS remain unknown. Objectives: To examine the expectations and motivations of WLS patients and the mortality risks they
Zhaoping, Li, David, Heber
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Vague Expectation Value Loss

Philosophical Studies, 2006
Vague subjective probability may be modeled by means of a set of probability functions, so that the represented opinion has only a lower and upper bound. The standard rule of conditionalization can be straightforwardly adapted to this. But this combination has difficulties which, though well known in the technical literature, have not been given ...
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Therapeutics of hearing loss: expectations vs reality

Drug Discovery Today, 2005
With the completion of the sequencing of the human genome, the field of medicine is undergoing a dramatic and fundamental change. The identification of our genes and the proteins they encode and the mechanisms of mutations that are pathogenic will allow us to devise revolutionary new ways to diagnose, treat and prevent the thousands of disorders that ...
Orna, Atar, Karen B, Avraham
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Expected Loss Divisibility Theorem

SSRN Electronic Journal, 2011
This paper proposes and analyses the following theorem: For every total actual loss caused to a claimant with given probabilities by a single unidentified member of a defined group, there is a corresponding total expected loss, divisible and separable into discrete component expected sub-losses, each individually "caused" by a corresponding specific ...
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Advanced Risk Consulting Expected Loss Model (ARC ELM): For Current Expected Credit Losses (CECL)

SSRN Electronic Journal, 2017
The ARC ELM is a top-down expected credit loss system that projects the intertemporal effects of both loan default cycles and macroeconomic conditions on credit losses for U.S. banks. The ARC ELM is based on an Ordinary Least Squares (OLS) time series analysis using historical loan loss and macroeconomic data, while, importantly, also maintaining ...
Aaron Lucey, Clifton Chang
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