Measuring the maximum optimal portfolio loss by comparing the dependency structure of Gaussian and t copulas [PDF]
فصلنامه بورس اوراق بهادارGiven the importance of risk in financial markets, the accurate estimation of it has always been a primary concern for participants in these markets. The recurrent financial crises resulting from financial risk over the past two decades globally have ...
Mohammad Reza Haddadi, Manizheh Goudarzi
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Rapid Fabrication of Self‐Propelled and Steerable Magnetic Microcatheters for Precision Medicine
Advanced Materials, EarlyView.A rapid Joule heating fabrication method for the production of self‐propelling, adaptive microcatheters, with tunable stiffness and integrated microfluidic channels is presented. Demonstrated through three microrobotic designs, including a steerable guiding catheter, an untethered wave‐crawling TubeBot, and a distal‐end propelled microcatheter, it was ...
Zhi Chen +5 more
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How does investor sentiment affect stock market crash risk? Evidence from Asia-Pacific markets
Cogent Economics & FinanceThis study aims to examine the effect of investor sentiment on stock market crash risk in the Asia–Pacific region. The research employs principal components analysis (PCA) to construct an investor sentiment index, while the Method of Moments Quantile ...
An Tuan Nguyen, Nhung Thi Nguyen
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High Frequency Price Change Spillovers in Bitcoin Markets
Risks, 2019 The study of connectedness is key to assess spillover effects and identify lead-lag relationships among market exchanges trading the same asset. By means of an extension of Diebold and Yilmaz (2012) econometric connectedness measures, we examined the ...
Paolo Giudici, Paolo Pagnottoni
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Women in monitoring positions and market risk. Are the stocks of companies with gender diverse boards less volatile? [PDF]
Front Psychol, 2022 Valls Martínez MDC, Soriano Román R.
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Role of the Recombination Zone in Organic Light‐Emitting Devices
Advanced Materials, EarlyView.This review summarizes the critical role of the recombination zone in organic light‐emitting diodes (OLEDs). We highlight that broadening the recombination zone in OLEDs based on emissive layers with balanced charge transport and high photoluminescence quantum yields provides a promising route toward achieving both long operational lifetime and high ...
Yungui Li, Karl Leo
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Analysis of the Market Risk Sources in the Small and Medium-Sized Enterprises of Transport
Communications, 2019 The aim of this paper was to define the important market risk sources in the transport small and medium-sized enterprises segment. A part of this aim is to find out how entrepreneurs evaluate these sources, and quantify the differences in their ...
Maria Hudakova, Jan Dvorsky
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The impact of the COVID-19 pandemic on the global dynamic spillover of financial market risk. [PDF]
Front Public Health, 2022 Tan X, Ma S, Wang X, Feng C, Xiang L.
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Lead Halide Perovskite Photoelectrocatalysis
Advanced Materials, EarlyView.Lead halide perovskite semiconductors have emerged as highly promising materials for solar fuel and chemical synthesis. This perspective discusses advances made in the rational photoelectrode design to improve solar‐to‐chemical conversion, product scope, and scalability.
Virgil Andrei
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FINANCIAL RISKS ASSOCIATED WITH THE GOVERNMENTAL PUBLIC DEBT’S PORTFOLIO [PDF]
Annals of the University of Petrosani: Economics, 2010 The management of public debt is a process strictly connected with and dependent on fiscal and budget policy as well as on monetary policy. Under such circumstances the analysis of governmental public debt’s portfolio is carried out by taking into ...
MARIANA MAN, ROXANA MARIA MARIN
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