Results 51 to 60 of about 45,686 (302)

Bitcoin-based triangular arbitrage with the Euro/U.S. dollar as a foreign futures hedge: modeling with a bivariate GARCH model

Quantitative Finance and Economics, 2019
This paper proposes a bitcoin-based triangular arbitrage, combining foreign exchanges in the bitcoin market and reverse foreign exchange spot transactions. An FX futures contract is used to reduce exposure to risk as a hedging instrument.
Zheng Nan, Taisei Kaizoji
doaj   +1 more source

The Asymmetric Commodity Inventory Effect on the Optimal Hedge Ratio [PDF]

Journal of Futures Markets, 2012
Hedging strategies for commodity prices largely rely on dynamic models to compute optimal hedge ratios. This study illustrates the importance of considering the commodity inventory effect (effect by which the commodity price volatility increases more after a positive shock than after a negative shock of the same magnitude) in modeling the variance ...
Carpantier, Jean-François, Samkharadze, Besik   +1 more
openaire   +4 more sources

Lipid Nanoparticles for the Delivery of CRISPR/Cas9 Machinery to Enable Site‐Specific Integration of CFTR and Mutation‐Agnostic Disease Rescue

Advanced Functional Materials, EarlyView.
Lipid nanoparticles (LNPs) are optimized to co‐deliver Cas9‐encoding messenger RNA (mRNA), a single guide RNA (sgRNA) targeting the endogenous cystic fibrosis transmembrane conductance regulator (CFTR) gene, and homologous linear double‐stranded donor DNA (ldsDNA) templates encoding CFTR.
Ruth A. Foley, Paul G. Ayoub, Vrishti Sinha, Colin Juett, Alicia Sanoyca, Emily C. Duggan, Lindsay E. Lathrop, Priyanka Bhatt, Kevin Coote, Beate Illek, Brigitte N. Gomperts, Donald B. Kohn, Steven J. Jonas   +12 more
wiley   +1 more source

Fluorescent Nanodiamonds Based Theranostic Platform for pH‐Sensitive Drug Delivery and Quantum Sensing

Advanced Functional Materials, EarlyView.
A multifunctional nanodiamond platform enables pH‐triggered Diazoxide (DZX) delivery and quantum sensing of subcellular radical dynamics in triple‐negative breast cancer cells. Diamond relaxometry revealed reduced lysosomal radicals during DZX‐induced mitochondrial radical elevation, providing insights into redox modulation and organelle‐ resolved ...
Kaiqui Wu, Siyu Fan, Yue Zhang, Willem Woudstra, Thomas Mulder, Laurens Boscher Navarro, Jur van Dijken, Katja Loos, Romana Schirhagl   +8 more
wiley   +1 more source

Hedging with stock index futures: downside risk versus the variance [PDF]

, 1995
In this paper we investigate hedging a stock portfolio with stock index futures.Instead of defining the hedge ratio as the minimum variance hedge ratio, we considerseveral measures of downside risk: the semivariance according to Markowitz [ 19591 andthe ...
Brouwer, F., Nat, M. van der
core   +1 more source

OCTOID: A Soft Robotic System Featuring Programmable Shape Morphing and Dynamic Structural Coloration

Advanced Functional Materials, EarlyView.
Inspired by octopuses, actuating legs based on soft materials are fabricated with programmed chiroptical properties and mechanical behaviors to achieve dynamic color modulation and reversible shape morphing, and these legs are developed into a modular OCTOID system.
Seung Hui Han, Seok‐In Lim, Ki‐Hyun Ryu, Sang Seok Lee, Dong‐Gue Kang, Jahyeon Koo, Kwang‐Un Jeong, Shin‐Hyun Kim, Dae‐Yoon Kim   +8 more
wiley   +1 more source

Synthetic Nanobiology Actuated Lipometabolic Cell Factory for Autologous Tumor Immunotherapy

Advanced Functional Materials, EarlyView.
FA plays a crucial role in the interaction between tumor cells and the tumor microenvironment, especially for the immune response. A biocatalytic immunoenhancement strategy is developed to boost antitumor immunity by FA metabolic orientation to ceramide. Through the design of this delicate catalytic immunoenhancement strategy, the synthetic nanobiology
Shoujie Zhao, Yejing Zhu, Hengchao Yu, Jun Zhu, Bo Wang, Yu Qiao, Zhimin Tian, Junlong Zhao, Lei Liu   +8 more
wiley   +1 more source

Electron–Matter Interactions During Electron Beam Nanopatterning

Advanced Functional Materials, EarlyView.
This article reviews the electron–matter interactions important to nanopatterning with electron beam lithography (EBL). Electron–matter interactions, including secondary electron generation routes, polymer radiolysis, and electron beam induced charging, are discussed.
Camila Faccini de Lima, Prathiba Thamizhavel, Taylor J. Woehl   +2 more
wiley   +1 more source

Dynamic Correlations and Optimal Hedge Ratios [PDF]

, 2007
The focus of this article is using dynamic correlation models for the calculation of minimum variance hedge ratios between pairs of assets. Finding an optimal hedge requires not only knowledge of the variability of both assets, but also of the co-movement between the two assets. For this purpose, use is made of industry standard methods, like the naive
Charles S. Bos, Phillip Gould
openaire   +2 more sources

Engineering a Sonotherapeutic RBC Membrane‐Derived Nanoparticle Platform for the Treatment of Liver Cancer

Advanced Functional Materials, EarlyView.
Herein, an RBC membrane‐derived nanoparticle (CMN‐ICG) is engineered to efficiently deliver a sonosensitizing agent, indocyanine green (ICG), for sonotherapy of hepatocellular carcinoma (HCC). CMN‐ICG exhibits excellent cytocompatibility, significantly enhances hepatocyte uptake, and produces excessive reactive oxygen species (ROS) upon ultrasound ...
Alap Ali Zahid, Aishik Chakraborty, Wei Luo, Juhi Bora, John Joseph Kelly, John Andrew Ronald, Arghya Paul   +6 more
wiley   +1 more source