Results 91 to 100 of about 2,532 (291)

Shock transmission from global financial stress, bitcoin sentiment indices, U.S. and euro financial market uncertainty toward the GCC stock volatility

Cogent Business & Management
Most prior studies explain cross-country volatility interconnectedness without accounting for exogenous global uncertainty factors that influence equity returns. This study is the first to explore how major global uncertainty indicators such as U.S.
Abdullah A. Aljughaiman, Mosab I. Tabash, Suzan Sameer Issa, Abdulateif A. Almulhim   +3 more
doaj   +1 more source

The Dynamic International Optimal Hedge Ratio

Instead of modeling asset price and currency risks separately, this paper derives the international hedge portfolio, hedging asset price and currency risk simultaneously for estimating the dynamic international optimal hedge ratio.
Liu, Xiaochun, Jacobsen, Brian
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An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition [PDF]

This paper investigates the hedging effectiveness of a dynamic moving window OLS hedging model, formed using wavelet decomposed time-series. The wavelet transform is applied to calculate the appropriate dynamic minimum-variance hedge ratio for various ...
Thomas Conlon, John Cotter
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Engineering Approaches to Modify Immunomodulatory Functions of Mesenchymal Stromal Cells (MSCs): Tissue Regeneration and Clinical Application

Advanced Science, EarlyView.
Mesenchymal stromal cells (MSCs) show promise for treating immune‐related disorders through immunomodulation and tissue regeneration. This review gives a brief overview of current clinical approval of MSC therapies. It also discussed how bioengineering, including genetic modification, biomaterial delivery, extracellular vesicles, and iPSC‐derived MSCs,
Sichen Yang, Kejia Li, Ning Wang, Zhen Li, Zhiyong Zhang, Rocky S. Tuan, Yangzi Jiang   +6 more
wiley   +1 more source

THE DYNAMIC HEDGING EFFECTIVENESS FOR SOYBEAN FARMERS OF MATO GROSSO WITH FUTURES CONTRACTS OF BM&F

Dynamic hedging effectiveness for soybean farmers in Rondonópolis (MT) with futures contracts of BM&F is calculated through optimal hedge determination, using the bivariate GARCH BEKK model, which considers the conditional correlations of the prices ...
Rocha, Waldemar Antonio da, Caldarelli, Carlos Eduardo   +1 more
core   +2 more sources

ROS Self‐Supply Nanoplatform Based on Fenton Catalyst for Chemodynamic and Immunotherapy: Reprogramming Cold Tumor Into Hot Tumor in Cancer Treatment

Advanced Science, EarlyView.
A multifunctional HA‐conjugated nanoplatform (HA‐PGMC) integrates CuO2, glucose oxidase, and mil‐100 to enable cascade catalytic ROS generation in tumor microenvironments. This self‐supplying ROS strategy induces immunogenic cell death, reprograms “cold” tumors into “hot” ones, and synergizes with PD‐L1 blockade, achieving potent chemodynamic ...
Man Lung Lee, Jack Chun Hin Chen, Wai Wing Cheng, Kwan Yee Lau, Hiu Yee Kwan, Ngar‐Yun Ellen Poon, Hung‐Wing Li   +6 more
wiley   +1 more source

WEIGHTED EXPECTED UTILITY HEDGE RATIOS

We derive a new hedge ratio based on weighted expected utility. Weighted expected utility is a generalization of expected utility that permits non-linear probability weights. Generally speaking weighted expected utility hedge ratios are less than minimum
Tuthill, Jonathan W., Frechette, Darren L.   +1 more
core  

Incentive Contracts and Hedge Fund Management [PDF]

This paper investigates dynamically optimal risk-taking by an expected-utility maximizing manager of a hedge fund. We examine the effects of variations on a compensation structure that includes a percentage management fee, a performance incentive for ...
Jens Carsten Jackwerth, James E. Hodder
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The Trichinella Super‐Pangenome Reveals the Evolution of Encapsulation and Predicted Host–Parasite Protein Interactions

Advanced Science, EarlyView.
ABSTRACT The muscle capsule of Trichinella is a critical structure that impedes immune attacks and drug penetration, yet the molecular mechanisms underlying its formation remain poorly understood. Using a high‐quality super‐pangenome comprising 12 Trichinella species, we compared extensive genomic variations between encapsulating and non‐encapsulating ...
Qingbo Lv, Yi Liu, Ning Xu, Xiao Zhang, Yaming Yang, Chengyao Li, Hanhai Mao, Mingyuan Liu, Xiaolei Liu   +8 more
wiley   +1 more source

NONPARAMETRIC KERNEL ESTIMATION OF MULTIPLE HEDGE RATIOS

It is possible for the traditional hedge ratio estimation to produce erroneous guidance to risk managers because of the restrictive assumptions. This study adopts nonparametric locally polynomial kernel estimation to exclude the assumptions. Results from
Kim, MinKyoung, Leuthold, Raymond M.
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