Results 51 to 60 of about 2,224,639 (290)
E-Jurnal Matematika, 2023 Portfolio optimization using downside deviation is an optimal portfolio by defining the standard deviation of returns below the target (benchmark) as a level of risk measure. Every optimal portfolio certainly has risks.
IDA BAGUS ANGGA DARMAYUDA +2 more
doaj +1 more source
Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Adult survivors of childhood acute lymphoblastic leukemia (ALL) are at risk of reduced exercise capacity, decreased physical activity levels, persistent fatigue, and neurocognitive deficits. The aim was to investigate exercise capacity and physical activity levels of adult survivors of childhood ALL and their associations with ...
Laura Jess +5 more
wiley +1 more source
RISK OF INDONESIAN BANKS: AN APPLICATION OF HISTORICAL EXPECTED SHORTFALL METHOD
Buletin Ekonomi Moneter dan Perbankan, 2015 Asian and European crises were witnesses of banks’ vulnerable due to market risks. The Basel Committee requires an internal risk assessment applying Value at Risk (VaR).
Nevi Danila +2 more
doaj +1 more source
Pathways and pitfalls: a qualitative study of student experiences in biomedical science education
FEBS Open Bio, EarlyView.Biomedical science students from underrepresented backgrounds face barriers including financial strain, disrupted laboratory access and cultural exclusion. Peer networks provide vital support when institutional systems are difficult to navigate. To create inclusive learning environments and achieve academic success, educators should blend active, hands‐
Olivia J. Russell +8 more
wiley +1 more source
Finite-Sample Precision Limits for Expected Shortfall Forecast Comparisons
MathematicsExpected shortfall (ES) is a tail functional whose estimation precision is governed by the effective tail sample size nα rather than by the nominal calibration size n.
Daniel Traian Pele +1 more
doaj +1 more source
Individual contributions to portfolio risk: risk decomposition for the BET-FI index [PDF]
Computational Methods in Social Sciences, 2015 The paper applies Euler formula for decomposing the standard deviation and the Expected Shortfall for the BET-FI equity index. Risk attribution allows the decomposition of the total risk of the portfolio in individual risk units.
Marius ACATRINEI
doaj
THE PERSISTENCY AND THE SUSTAINABILITY OF THE INDONESIA'S CURRENT ACCOUNT DEFICIT
Buletin Ekonomi Moneter dan Perbankan, 2015 Asian and European crises were witnesses of banks’ vulnerable due to market risks. The Basel Committee requires an internal risk assessment applying Value at Risk (VaR).
Tuti Eka Asmarani
doaj +1 more source
Estimation of Expected Shortfall Based on Conditional Extreme Value Theory Using Multifractal Model and Intraday Data in Tehran Stock Exchange [PDF]
تحقیقات مالی, 2020 Objective: After the financial crisis in 2008, market practitioners and financial researchers began to attach more importance to risk measurement and modeling. Expected shortfall is recognized risk measures in financial literature.
Saeed Fallahpour, Hamed Tabasi
doaj +1 more source
Estimation of multiple period expected shortfall and median shortfall for risk management [PDF]
, 2011 With the regulatory requirements for risk management, Value at Risk (VaR) has become an essential tool in determining capital reserves to protect the risk induced by adverse market movements.
Wong, CM +7 more
core +1 more source
Yeast Gcn2 retains activity following humanization of its auto‐phosphorylation region
FEBS Open Bio, EarlyView.Using Saccharomyces cerevisiae as a model to study Gcn2 activation and regulation is limited by the lack of antibodies detecting phosphorylated Gcn2. To overcome this, we engineered Gcn2‐HsC, a yeast Gcn2 variant recognizable by commercial anti‐human phospho‐GCN2 antibodies.
Reuben A. Anderson +2 more
wiley +1 more source