Results 11 to 20 of about 19,787,344 (336)
Risk management for whales [PDF]
, 2016 We propose framework for modeling portfolio risk which integrates market risk with liquidation costs which may arise in stress scenarios. Our model provides a systematic method for computing liquidation-adjusted risk measures for a portfolio. Calculation
Cont, R, Wagalath, L
core +5 more sources
Dynamic asset (and liability) management under market and credit risk [PDF]
, 2003 We introduce a modelling paradigm which integrates credit risk and market risk in describing the random dynamical behaviour of the underlying fixed income assets.
Mitra, G, Zenios, SA, Jobst, NJ
core +6 more sources
Toxin-Encoding Genes and Drug Susceptibility of Staphylococcus aureus from Vegetables Consumed Raw [PDF]
Shipin Kexue, 2023 Objective: To investigate the toxin-encoding genes and antibiotic susceptibility of Staphylococcus aureus isolates from retail vegetables consumed raw. Methods: The 27 S.
BAI Xiaobao, SUO Jia, CAO Chenyang, SU Li, ZHAO Yuefan, LIU Lisha, FENG Chengqian, LÜ Xin, YANG Baowei
doaj +1 more source
Market Discipline and Systemic Risk [PDF]
Management Science, 2020 We analyze a general equilibrium model in which financial institutions generate endogenous systemic risk. Banks optimally select correlated investments and thereby expose themselves to fire-sale risk so as to sharpen their incentives. Systemic risk is therefore a natural consequence of banks’ fundamental role as delegated monitors.
Alan D. Morrison, Ansgar Walther
openaire +3 more sources
Non-targeted analysis of unknown volatile chemicals in medical masks
Environment International, 2022 This paper reports the non-targeted analysis of unknown volatile chemicals in medical masks through headspace gas chromatography-Orbitrap high-resolution mass spectrometry.
Yahui Liu +6 more
doaj +1 more source
Journal of Governance and Regulation, 2021 The study aimed to investigate the effect of third-party funds, credit risk, market risk, and operational risk on profitability in banking, especially on the banks included in BUKU 2 category simultaneously or partially.
J. Sondakh +2 more
semanticscholar +1 more source
Testing 65 Equity Indexes for Normal Distribution of Returns [PDF]
Journal of Economics and Management, 2018 Aim/purpose - The primary aim of the paper is to verify the hypothesis on the normal distributions of 65 stock index returns, while the secondary aims are to examine normal distributions for specific years (for six indexes) and for bull and bear markets (
Krzysztof Borowski
doaj +1 more source
Selected factors of internationalisation and their impact on the SME perception of the market risk
Oeconomia Copernicana, 2021 Research background: Internationalisation of entrepreneurial activities provides an ample opportunity for the growth and sustainability of small and medium-sized enterprises (SMEs).
Zuzana Virglerová +4 more
semanticscholar +1 more source
Nature Communications, 2023 As a two-dimensional carbon allotrope, graphdiyne possesses a direct band gap, excellent charge carrier mobility, and uniformly distributed pores. Here, a surfactant-free growth method is developed to efficiently synthesize graphdiyne hollow microspheres
Lu Zhang +5 more
doaj +1 more source
Research Progress on Alkaloids as Emerging Potential Risk Factors for Food Safety
Shipin gongye ke-ji, 2023 Alkaloids are a large class of secondary metabolites in plants with significant pharmacological activity. As the active ingredients of many Chinese herbal medicines, they have great application value in clinical medicine.
Hui LIU +4 more
doaj +1 more source