Results 261 to 270 of about 6,405,842 (302)

Expected return—expected loss approach to optimal portfolio investment

Theory and Decision, 2022
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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.
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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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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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Calculating the Expected Loss of Diversity of Selection Schemes

Evolutionary Computation, 2002
This paper concerns a measure of selective pressure, called filoss of diversity, fl that denotes the proportion of unselected individuals during the selection phase. We probabilistically calculate the expected value and variance of loss of diversity in tournament selection, truncation selection, linear ranking selection, and exponential ranking ...
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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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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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Developing a Direct Approach for Estimating Expected Annual Losses of Italian Buildings

Journal of Earthquake Engineering, 2022
Gerard J. O'Reilly, Giuseppe Perrone, Donatello Cardone   +2 more
exaly  

Switching from Incurred to Expected Loan Loss Provisioning: Early Evidence

Journal of Accounting Research, 2021
Gaizka Ormazabal
exaly  

Accounting for expected credit losses

2016
This paper discusses the results of the research problem of accounting for expected credit losses. Accounting for expected credit losses should provide users of financial statements useful information about an entity’s expected credit losses on its financial assets and commitments to extend credit.
Mrša, Josipa, Čičak, Josip, Ljubić, Dara   +2 more
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