Results 241 to 250 of about 5,523,047 (289)

Expected return—expected loss approach to optimal portfolio investment

Theory and Decision, 2022
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Pavlo R Blavatskyy
exaly   +2 more sources

Expected loss and Impact of Risk: backtesting parameter-based expected loss in a Basel II framework [PDF]

open access: greenThe Journal of Risk Model Validation, 2013
The dependency structure of credit risk parameters is a key driver for capital consumption and receives regulatory and scientific attention. The impact of parameter imperfections on the quality of expected loss (EL) in the sense of a fair, unbiased estimate of risk expenses, however, is barely covered.
Wolfgang Reitgruber
openaire   +2 more sources

Expectations-based loss aversion in contests

Games and Economic Behavior, 2022
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Qiang Fu 0012   +3 more
openaire   +2 more sources

Expected loss of uncertain random system

Soft Computing, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yuhan Liu, Dan A. Ralescu
openaire   +2 more sources

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
openaire   +1 more source

Reliability and Expected Loss: A Unifying Principle

Psychometrika, 1994
We provide a unified, theoretical basis on which measures of data reliability may be derived or evaluated, for both quantitative and qualitative data. This approach evaluates reliability as the “proportional reduction in loss” (PRL) that is attained in a sample by an optimal estimator.
Cooil, Bruce, Rust, Roland T.
openaire   +2 more sources

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
openaire   +2 more sources

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