Results 101 to 110 of about 60,412 (260)
The Role of Variance Risk Premium in Derivative Pricing: Modeling, Estimation and Impact
ABSTRACT This paper estimates a model where variance risk premiums (VRP) is not fully explained by equity risk premiums (ERP). This separation can be detected thanks to a new breed of GARCH models with enough innovations to disconnect returns from variances. This type of risk‐neutralization is compatible with continuous‐time settings.
Marcos Escobar‐Anel +2 more
wiley +1 more source
ABSTRACT Introduction Thyroid nodules are less common but more often malignant in pediatric patients than in adults. Our objectives were to study the features of benign vs. malignant thyroid nodules in a large pediatric patient cohort. Methods Retrospective observational cohort study. Consecutive patients aged 0.01–17.9 years at evaluation between 1997–
Maxime Gest‐Laurent +15 more
wiley +1 more source
Luminescent Hydrogen‐bonded organic frameworks (HOFs) provide an innovative platform for sensing and optoelectronic applications. This review outlines design principles, recent advances in synthesis and optical tuning, diverse sensing applications, and discusses current challenges and future directions for HOFs.
Heng Wu +4 more
wiley +1 more source
While current guidelines recommend the analysis of established cancer driver genes in brain metastases, little is known about its real‐life implementation. This multicenter study revealed an upward trend in the profiling rates of surgically treated brain metastases over the past decade, with up to 60% of brain metastases samples undergoing analysis ...
Maria Nikolaeva +25 more
wiley +1 more source
A new polymorphism in theretprotooncogene (RET)
L. M. Mulligan +3 more
openaire +4 more sources
Diversifying Environmental, Social and Governance Portfolios: Evidence From China
ABSTRACT This study extends traditional portfolio optimization methods by incorporating Environmental, Social and Governance (ESG) performance measures into diversification strategies, specifically focusing on data from the Chinese stock market. By integrating ESG scores and their constituent components (E, S and G), the study examines portfolio ...
Danyang Li +3 more
wiley +1 more source
Global Oil and Gas Stocks: Anomalies, Systematic Risks and Mispricing
ABSTRACT We analyse anomaly and factor risk premia in the global oil and gas (OG) sector, which plays a central role in the global economy through its importance for energy supply, industrial production, and capital markets. Using firm‐level and portfolio data, we examine whether cross‐sectional return patterns reflect systematic risk compensation or ...
Nader Virk +3 more
wiley +1 more source

