Results 61 to 70 of about 9,183 (262)

Perbandingan Value at Risk dan Expected Shortfall pada Portofolio Optimal menggunakan Metode Downside Deviation

Jambura Journal of Mathematics
Portfolio formation is one of the strategies that investors can do to get the best results Portfolio formation can use the Downside Deviation method. The optimal portfolio with this method uses downside deviation and sets the return below the benchmark ...
Indah Nugrahaeni, Hendra Perdana, Neva Satyahadewi   +2 more
doaj   +1 more source

Use of Symptomatic Drug Treatment for Fatigue in Multiple Sclerosis and Patterns of Work Loss

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective To describe the use of central stimulants and amantadine for fatigue in MS and evaluate a potential association with reduced work loss in people with MS. Methods We conducted a nationwide, matched, register‐based cohort study in Sweden (2006 to 2023) using national registers with prospective data collection.
Simon Englund, Johan Reutfors, Thomas Frisell, Fredrik Piehl   +3 more
wiley   +1 more source

Association of Corticospinal Tract Asymmetry With Ambulatory Ability After Intracerebral Hemorrhage

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Background Ambulatory ability after intracerebral hemorrhage (ICH) is important to patients. We tested whether asymmetry between ipsi‐ and contra‐lesional corticospinal tracts (CSTs) assessed by diffusion tensor imaging (DTI) is associated with post‐ICH ambulation.
Yasmin N. Aziz, Carl D. Langefeld, Mary E. Comeau, Miranda C. Marion, Tyler P. Behymer, Lee A. Gilkerson, Padmini Sekar, Weihong Yuan, Vivek Khandwala, Brady J. Williamson, Thomas Maloney, Achala Vagal, Pierce Boyne, Kari Dunning, Matthew L. Flaherty, Steven J. Kittner, Prachi Mehndiratta, Gunjan Y. Parikh, Michael L. James, David Roh, Fernando D. Testai, Farhaan S. Vahidy, James Thornton, Ranjit Bagga, Daniel Woo, Stacie L. Demel   +25 more
wiley   +1 more source

Modeling System Risk in the South African Insurance Sector: A Dynamic Mixture Copula Approach

International Journal of Financial Studies, 2021
In this paper, a dynamic mixture copula model is used to estimate the marginal expected shortfall in the South African insurance sector. We also employ the generalized autoregressive score model (GAS) to capture the dynamic asymmetric dependence between ...
John Weirstrass Muteba Mwamba, Ehounou Serge Eloge Florentin Angaman   +1 more
doaj   +1 more source

Forecast Encompassing Tests for the Expected Shortfall [PDF]

SSRN Electronic Journal, 2019
International Journal of Forecasting (2020+, forthcoming)
Dimitriadis, Timo, Schnaitmann, Julie
openaire   +3 more sources

Functional Connectivity Linked to Cognitive Recovery After Minor Stroke

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Patients with minor stroke exhibit slowed processing speed and generalized alterations in functional connectivity involving frontoparietal cortex (FPC). The pattern of connectivity evolves over time. In this study, we examine the relationship of functional connectivity patterns to cognitive performance, to determine ...
Vrishab Commuri, Isabella Dallasta, Ciaran Stone, Sophia Girgenti, Neda Gould, Rafael H. Llinas, Jonathan Z. Simon, Elisabeth Breese Marsh   +7 more
wiley   +1 more source

Glymphatic Dysfunction Reflects Post‐Concussion Symptoms: Changes Within 1 Month and After 3 Months

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Mild traumatic brain injury (mTBI) may alter glymphatic function; however, its progression and variability remain obscure. This study examined glymphatic function following mTBI within 1 month and after 3 months post‐injury to determine whether variations in glymphatic function are associated with post‐traumatic symptom severity ...
Eunkyung Kim, Han Gil Seo, Roh‐Eul Yoo, Byung‐Mo Oh   +3 more
wiley   +1 more source

EXPECTED SHORTFALL DENGAN SIMULASI MONTE-CARLO UNTUK MENGUKUR RISIKO KERUGIAN PETANI JAGUNG

Media Statistika, 2019
In risk management, risk measurement plays an important role in allocating capital as well as in controlling (and avoiding) worse risk. Estimating the risk value can be done by using a risk measure. The most popular method for evaluating risk is Value at
Rita Rahmawati, Agus Rusgiyono, Abdul Hoyyi, Di Asih I Maruddani   +3 more
doaj   +1 more source

Applying an Ethical Lens to the Treatment of People With Multiple Sclerosis

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT The practice of neurology requires an understanding of clinical ethics for decision‐making. In multiple sclerosis (MS) care, there are a wide range of ethical considerations that may arise. These involve shared decision‐making around selection of a disease‐modifying therapy (DMT), risks and benefits of well‐studied medications in comparison to
Methma Udawatta, Farrah J. Mateen
wiley   +1 more source

Spinal Cord Infarction Versus Idiopathic Transverse Myelitis: Clinical, Radiological, and Functional Insights From a Retrospective Cohort Study

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Introduction Spinal cord infarction (SCI) is a rare but devastating myelopathy, characterized by a high disability rate and an unfavorable prognosis. It has often been underdiagnosed and misdiagnosed as idiopathic transverse myelitis (ITM). This study aimed to describe the clinical features, radiological biomarkers, treatments, and functional ...
Zeqiang Ji, Jianlong Zhang, Yiming Shi, Shiyu Shan, Yang Du, Guangshuo Li, Ying Jin, Yani Zhang, Chuanying Wang, Yijun Lin, Yuhao Guo, Decai Tian, Xingquan Zhao, Tian Song   +13 more
wiley   +1 more source