Results 211 to 220 of about 35,071 (244)

Safety monitoring of Imvamune vaccine during the 2022 mpox outbreak in Canada. [PDF]

open access: yesCan Commun Dis Rep
Wells C   +4 more
europepmc   +1 more source

BCG enables protection against malaria through adjuvanting an Adenovirus-vectored vaccine

open access: yes
Reinke S   +8 more
europepmc   +1 more source

Characterising the microbial and antimicrobial resistance signatures of hospital-acquired pneumonia using nanopore metagenomic sequencing

open access: yes
Tan C   +14 more
europepmc   +1 more source

Portfolio replication: Islamic vs conventional

Journal of Islamic Accounting and Business Research, 2022
PurposeThis conceptual paper aims to explore portfolio replication to resolve post-COVID pandemic private and public debt. This paper stresses the need to be less dependent on a debt-based system and the emergence Islamic equity market.Design/methodology/approachThis study analyses different types of risks involved in Islamic and conventional ...
Issam Tlemsani   +2 more
openaire   +1 more source

Benchmark Replication Portfolio Strategies

SSRN Electronic Journal, 2011
We propose a novel approach to the benchmark replication problem that uses a minimum tracking error variance as an objective subject to a target expected outperformance. When no budget constraint is imposed on the replicating portfolio, the solution is a two-fund portfolio involving the standard hedge portfolio and the tangent portfolio constructed ...
Glabadanidis, P., Zolotoy, L.
openaire   +2 more sources

Portfolio Replication: Its Forward-Dual Decomposition

Automation and Remote Control, 2004
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Velichko, A. S., NurminskiÄ­, E. A.
openaire   +1 more source

Replicating portfolio approach to capital calculation

Finance and Stochastics, 2017
The authors establish solid mathematical foundations for the replicating portfolio approach to the evaluation of capital. The basic idea of the replicating portfolio, as noted by the authors, is to project the terminal loss of discounted asset-liability cash flows on the space dynamically spanned by a finite number of financial instruments which are ...
Mathieu Cambou, Damir Filipović
openaire   +3 more sources

Hedging and Replication of Fixed-Income Portfolios

The Journal of Fixed Income, 2002
This article discusses hedging and replication strategies based on Eurodollar futures, Treasury futures, and swaps for diversified fixed-income portfolios. Analytical and empirical hedge ratio approaches are empirically tested on a variety of fixed-income indexes. Tracking errors are found to have significantly increased since the middle of 1998.
Lev Dynkin, Jay Hyman, Peter Lindner
openaire   +2 more sources

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