Results 131 to 140 of about 2,801,449 (309)
The popular perception is that hedge funds follow a reasonably well defined market-neutral investment style. While this long-short investment strategy may have characterized the first hedge funds, today hedge funds are a reasonably heterogeneous group ...
Stephen J. Brown, William N. Goetzmann
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Advanced Science, EarlyView.A double‐layered shell‐core microneedle patch is developed to co‐deliver FOLFIRINOX, surufatinib, and anti‐PD‐1 for localized chemo‐immunotherapy of PDAC. This strategy achieves sustained tumor suppression, reduces metastasis, and reprograms the TME by enhancing CD8+ T‐cell infiltration and inhibiting Tregs and M2 macrophages infiltration, while ...
Tingting Kong +13 more
wiley +1 more source
Further Evidence on Hedge Funds Performance. [PDF]
In this analysis we identify dynamic hedge fund strategies quantitatively pursuing a Principal Component Analysis following Fung and Hsieh (1997). We extract five dominant hedge fund strategies each representing similar investment styles and analyse the ...
Madsen, Peter Brink +2 more
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Advanced Science, EarlyView.Aberrant GALNT7‐mediated O‐GalNAcylation stabilizes TAZ to drive gallbladder cancer progression through a feed‐forward transcriptional loop. Structure‐based screening identifies Olaparib as a potent GALNT7 antagonist that disrupts this oncogenic axis, providing an immediate therapeutic strategy for this aggressive malignancy.
Peng Qiu +11 more
wiley +1 more source
Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach [PDF]
In this paper we use a copula-based GARCH model to estimate conditional variances and covariances of the bivariate relationships between U.S. market with Brazilian, Argentinean and Mexican markets. To that we used daily prices of S&P500, Ibovespa, Merval
Marcelo Brutti Righi +1 more
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Advanced Science, EarlyView.Engineering of the 148‐germline (148‐GL) antibody reveals a roadmap for overcoming SARS‐CoV‐2 viral escape. By introducing four specific somatic hypermutations, the resulting 148‐M4 variant restores potent neutralization against Omicron BA.1 and BA.4/5.
Huibin Lv +14 more
wiley +1 more source
Hedging: Scaling and the Investor Horizon [PDF]
This paper examines the volatility and covariance dynamics of cash and futures contracts that underlie the Optimal Hedge Ratio (OHR) across different hedging time horizons.
Jim Hanly, John Cotter
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Advanced Science, EarlyView.This study established a high‐quality organoid biobank derived from 68 tumor sites across 50 Chinese patients, elucidated the drug sensitivity‐based molecular subtyping in breast cancer, and revealed a novel mechanism of drug resistance mediated by the FAK‐ACSL1 pathway.
Hao Xu +10 more
wiley +1 more source
A conditional approach to hedge fund risks. [PDF]
This article applies a two-step conditional Bayesian approach to hedge fund risk. First, a mixture or-two normal distributions is estimated for a core asset; one distribution being identified as linked to a "quiet" regime and the other to a "hectic ...
Teiletche, Jérôme, Pochon, Florent
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Hedge Ratios for short and leveraged ETFs
Atlantic Review of Economics, 2011 Exchange Traded Funds (ETFs) exist for stock-, bond- and commodity markets. In most cases the underlying of an ETF is an index. Fund management today uses the active and passive way to construct a portfolio. ETFs can be used for passive portfolio management. Then ETFs with positive leverage factors are preferred.
openaire +2 more sources