Results 51 to 60 of about 10,042 (256)
ABSTRACT Introduction This final analysis of a multicenter, prospective postmarketing surveillance study evaluated the safety of daprodustat in patients with chronic kidney disease anemia in routine clinical practice in Japan. Methods Patients who initiated daprodustat between September 2020 and July 2022 were registered.
Tadao Akizawa +7 more
wiley +1 more source
Finite-Sample Precision Limits for Expected Shortfall Forecast Comparisons
Expected 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]
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
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]
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
Pathways and pitfalls: a qualitative study of student experiences in biomedical science education
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
On the Increasing Convex Order of Relative Spacings of Order Statistics
Relative spacings are relative differences between order statistics. In this context, we extend previous results concerning the increasing convex order of relative spacings of two distributions from the case of consecutive spacings to general spacings ...
Antonia Castaño-Martínez +2 more
doaj +1 more source
Yeast Gcn2 retains activity following humanization of its auto‐phosphorylation region
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
The optimal portfolio in respect to Expected Shortfall: a comparative study
Value at Risk plays a crucial role in the risk management. However, this risk measure has some drawbacks. The alternative risk measure is Expected Shortfall, which is rarely used, but exhibits desirable properties.
Henryk Gurgul +2 more
doaj +1 more source
The Fundamental Review of the Trading Book is a market risk measurement and management regulation recently issued by the Basel Committee. This reform, often referred to as “Basel IV”, intends to strengthen the financial system.
Santiago Carrillo Menéndez +1 more
doaj +1 more source

