Results 91 to 100 of about 126,314 (289)

What is the best risk measure in practice? A comparison of standard measures [PDF]

, 2015
Expected Shortfall (ES) has been widely accepted as a risk measure that is conceptually superior to Value-at-Risk (VaR). At the same time, however, it has been criticised for issues relating to backtesting.
Emmer, Susanne, Kratz, Marie, Tasche, Dirk   +2 more
core   +1 more source

Advancing Age Modulates Associations Between Cognitive Impairment and Brain Volumes in Early MS

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Introduction Cognitive impairment is common in multiple sclerosis (MS), but manifestations following the first demyelinating event are relatively unexplored. We investigated cross‐sectional associations between magnetic resonance imaging (MRI)–derived brain volumes and the presence of cognitive impairment outcomes five years after the first ...
Piriyankan Ananthavarathan, Marco Pitteri, Michael Foster, Sara Collorone, Sara Salama, Elisa Colato, Ferran Prados, Baris Kanber, Marios Yiannakas, Claudia A. M. Gandini Wheeler‐Kingshott, Indran Davagnanam, Frederik Barkhof, Declan Chard, Olga Ciccarelli, Ahmed Toosy   +14 more
wiley   +1 more source

Comparing the Effect of Semi‐Immersive Virtual Reality, Computerized Cognitive Training, and Traditional Rehabilitation on Cognitive Function in Multiple Sclerosis: A Randomized Clinical Trial

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Background Cognitive impairment is a common non‐motor symptom in Multiple Sclerosis (MS), negatively affecting autonomy and Quality of Life (QoL). Innovative rehabilitation strategies, such as semi‐immersive virtual reality (VR) and computerized cognitive training (CCT), may offer advantages over traditional cognitive rehabilitation (TCR ...
Maria Grazia Maggio, Desiree Latella, Lilla Bonanno, Paulo Cezar Rocha dos Santos, Marcos Maldonado‐Díaz, Meir Plotnik, Rosaria De Luca, Angelo Quartarone, Rocco Salvatore Calabrò   +8 more
wiley   +1 more source

Memory and Resting‐State Connectivity in Acute Transient Global Amnesia: A Case–Control fMRI Study

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Background and Objectives Transient global amnesia (TGA) is a striking model of isolated amnesia. While hippocampal lesions are well described, the network‐level mechanisms and the precise neuropsychological profile remain debated. Our objective was thus to characterize functional and neuropsychological correlates of acute TGA and their ...
Elias El Otmani, Emmanuel Barbeau, Béatrice Lemesle, Emilie Milongo‐Rigal, Sophie Fernandez, Sandrine Charpentier, Jean‐François Albucher, Nicolas Raposo, Fabrice Bonneville, Patrice Péran, Jérémie Pariente   +10 more
wiley   +1 more source

Comparative Analyses of Expected Shortfall and Value-at-Risk: Their Estimation Error, Decomposition, and Optimization [PDF]

We compare expected shortfall with value-at-risk (VaR) in three aspects: estimation errors, decomposition into risk factors, and optimization. We describe the advantages and the disadvantages of expected shortfall over VaR.
Yamai, Yasuhiro, Yoshiba, Toshinao
core  

Expected Shortfall and optimal hedging payoff

Comptes Rendus. Mathématique, 2018
By using variational techniques, we provide an optimal payoff written on a given random variable for hedging – in the sense of minimizing the Expected Shortfall at a given threshold – a payoff written on another random variable. In numerous financially relevant examples, our result leads to optimal payoffs in closed form.
openaire   +3 more sources

Anti‐CD19 CAR T Cells in Autoimmune Encephalitis: Inflammation Controlled, Neurodegeneration Unchecked?

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Just recently, successful chimeric antigen receptor (CAR) T cell therapy was reported in the first patient with refractory, anti‐diacylglycerol lipase alpha (DAGLA) antibody‐mediated autoimmune encephalitis, achieving partial clinical remission.
Dimitrios Mougiakakos, Marwa Al‐Dubai, Denise Walther, Dominic Borie, Jan D. Lünemann, Marc Pawlitzki, Sven G. Meuth, Solveig Henneicke, Stefan Vielhaber, Stefanie Schreiber   +9 more
wiley   +1 more source

Comparative Analyses of Expected Shortfall and Value-at-Risk (2): Expected Utility Maximization and Tail Risk [PDF]

We compare expected shortfall and value-at-risk (VaR) in terms of consistency with expected utility maximization and elimination of tail risk. We use the concept of stochastic dominance in studying these two aspects of risk measures.
Yamai, Yasuhiro, Yoshiba, Toshinao
core  

MOGAD Is the Most Common Cause of Isolated Optic Neuritis in Children

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objectives The study aimed to characterize the clinical features, etiologies, and outcomes of isolated, first‐time pediatric ON in the post‐MOG‐IgG era. Methods This was a single‐center retrospective cohort study at Texas Children's Hospital of patients diagnosed with first‐time ON between 2018–2024, with follow‐up data collected through 2025.
Chaitanya Aduru, Akansha Chandrasekar, Kyla Blasingame, Jonathan Rosen, Jesse M. Levine, Karla Salazar, Madhuri Chilakapati, Rod Foroozan, Victoria Hardwick, Jonathan M. Yarimi, Nikita Shukla, Timothy E. Lotze, Kristen S. Fisher, Alexander J. Sandweiss   +13 more
wiley   +1 more source

Estimation and decomposition of downside risk for portfolios with non-normal returns. [PDF]

Modied Value at Risk (VaR) is an estimator of VaR based on the Cornish-Fisher expansion. It is fast to compute and reliable for non-normal returns.
Boudt, Kris, Croux, Christophe, Peterson, B   +2 more
core   +3 more sources