Intracerebral Hemorrhage Induces Monocyte TNF Signaling in Patients That Is Suppressed by BAF312
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Intracerebral hemorrhage (ICH) causes high morbidity and mortality, with neurotoxic inflammation driven by infiltrating monocytes. This study is an in‐depth longitudinal examination of the immune response during the first week of ICH in the presence and absence of the immunomodulatory drug BAF312 (Siponimod).
Jonathan Howard DeLong +10 more
wiley +1 more source
On the Existence of Efficient Hedge for an American Contingent Claim: Discrete Time Market [PDF]
We show the existence of efficient hedge strategies for an investor facing the problem of a lack of initial capital for implementing a (super-) hedging strategy for an american contingent claim in a general incomplete market.
Leonel Pérez-Hernández
core
Posterior Disconnection Syndrome in Early‐Stage Adult‐Onset Cerebral Adrenoleukodystrophy
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Adult‐onset cerebral adrenoleukodystrophy is potentially treatable but often difficult to recognize before advanced cerebral involvement. Herein, we describe three men with early‐stage disease who initially presented with subtle visual complaints rather than subcortical dementia. Targeted neuropsychological testing revealed higher‐order visual
Kazuto Katsuse +13 more
wiley +1 more source
On the Concavity of Expected Shortfall
, 2019 It is well known that Expected Shortfall (also called Average Value-at-Risk) is a convex risk measure, i. e. Expected Shortfall of a convex linear combination of arbitrary risk positions is not greater than a convex linear combination with the same weights of Expected Shortfalls of the same risk positions.
openaire +2 more sources
Extreme Value at Risk and Expected Shortfall during Financial Crisis [PDF]
This paper investigates Value at Risk and Expected Shortfall for CAC 40, S&P 500, Wheat and Crude Oil indexes during the 2008 financial crisis. We show an underestimation of the risk of loss for the unconditional VaR models as compared with the ...
D. Dupre +3 more
core
Reserves, Injury Severity, and Outcomes in Traumatic Brain Injury: A CENTER‐TBI Observational Study
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Reserve refers to the brain's ability to maintain function after an injury and strongly relates to traumatic brain injury (TBI) outcomes. This study examined (1) whether associations between pre‐injury reserve proxies and outcomes differed across injury severity categories, and (2) whether the impact of injury severity varied across ...
Natascha Ekdahl +6 more
wiley +1 more source
Forecasting Value at Risk and Expected Shortfall of Foreign Exchange Rate Volatility of Major African Currencies via GARCH and Dynamic Conditional Correlation Analysis. [PDF]
Comput Econ, 2022 Afuecheta E +3 more
europepmc +1 more source
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
Filtered Extreme Value Theory for Value-At-Risk Estimation [PDF]
Extreme returns in stock returns need to be captured for a successful risk management function to estimate unexpected loss in portfolio. Traditional value-at-risk models based on parametric models are not able to capture the extremes in emerging markets ...
Yilmazer, Sait +2 more
core
Approximating expected shortfall for heavy-tailed distributions
, 2018 A saddlepoint approximation for evaluating the expected shortfall of financial returns under realistic distributional assumptions is derived. This addresses a need that has arisen after the Basel Committee’s proposed move from Value at Risk to expected ...
Broda, Simon A +8 more
core +1 more source