Results 111 to 120 of about 2,746,744 (357)
Estimation Error of Expected Shortfall [PDF]
SSRN Electronic Journal, 2014 The problem of estimation error of Expected Shortfall is analyzed, with a view of its introduction as a global regulatory risk measure.
openaire +3 more sources
Clinically Relevant Outcome Measures in Women With Adrenoleukodystrophy
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Adrenoleukodystrophy is a rare inherited peroxisomal disease caused by pathogenic variants in the ABCD1 gene located on the X chromosome. Although the most severe central nervous system and adrenal complications typically affect only men with adrenoleukodystrophy, the majority of women develop myeloneuropathy symptoms in adulthood.
Chenwei Yan +3 more
wiley +1 more source
Mixed-frequency quantile regressions to forecast value-at-risk and expected shortfall. [PDF]
Ann Oper Res, 2023 Candila V, Gallo GM, Petrella L.
europepmc +1 more source
Asymptotics for the expected shortfall
, 2016 We derive the joint asymptotic distribution of empirical quantiles and expected shortfalls under general conditions on the distribution of the underlying observations. In particular, we do not assume that the distribution function is differentiable at the quantile with strictly positive derivative.
Zwingmann, Tobias, Holzmann, Hajo
openaire +2 more sources
Clustering Algorithm Reveals Dopamine‐Motor Mismatch in Cognitively Preserved Parkinson's Disease
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective To explore the relationship between dopaminergic denervation and motor impairment in two de novo Parkinson's disease (PD) cohorts. Methods n = 249 PD patients from Parkinson's Progression Markers Initiative (PPMI) and n = 84 from an external clinical cohort.
Rachele Malito +14 more
wiley +1 more source
Empirical Analysis of Value at Risk and Expected Shortfall in Portfolio Selection Problem [PDF]
, 2013 Safety first criterion and mean-shortfall criterion both explore cases of assets allocation with downside risk. In this paper, I compare safety first portfolio selection problem and mean-shortfall portfolio optimization problem, considering risk averse ...
Ding, Liyuan 1988-
core +1 more source
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective To delineate specific in vivo white matter pathology in neuronal intranuclear inclusion disease (NIID) using diffusion spectrum imaging (DSI) and define its clinical relevance. Methods DSI was performed on 42 NIID patients and 38 matched controls.
Kaiyan Jiang +10 more
wiley +1 more source
Hedge fund portfolio selection with modified expected shortfall [PDF]
Modified Value-at-Risk (VaR) and Expected Shortfall (ES) are recently introduced downside risk estimators based on the Cornish-Fisher expansion for assets such as hedge funds whose returns are non-normally distributed.
Boudt, Kris +2 more
core +1 more source
Large deviations for risk measures in finite mixture models
, 2018 Due to their heterogeneity, insurance risks can be properly described as a mixture of different fixed models, where the weights assigned to each model may be estimated empirically from a sample of available data.
Bignozzi, Valeria +2 more
core +1 more source
Arthritis Care &Research, Accepted Article.Objective We developed a novel EHR sidecar application to visualize key rheumatoid arthritis (RA) outcomes, including disease activity, physical function, and pain, via a patient‐facing graphical interface designed for use during outpatient visits (“RA PRO dashboard”).
Gabriela Schmajuk +16 more
wiley +1 more source