Results 91 to 100 of about 3,950,749 (245)
Asset pricing implications of benchmarking: A two-factor CAPM [PDF]
In this paper we consider the equilibrium effects of an institutional investor whose performance is benchmarked to an index. In a partial equilibrium setting, the objective of the institutional investor is modeled as the maximization of expected utility (
Fernando Zapatero, Juan-Pedro Gómez
core
Drought risk analysis and rainfall index insurance model development [PDF]
Drought has been identified as the main threat to agriculture production and people’s lives, due to its long-term social and economic impact. The frequency analysis of drought risk plays an important role in helping insurers to (a) identify the spatial distribution of risk in the insured area, (b) make decisions about risk pooling, and (c) calculate ...
openaire +2 more sources
BackgroundPrevious studies have confirmed that the triglyceride glucose (TyG) index, recognized as a reliable marker of insulin resistance, is an important risk factor for diabetic kidney disease (DKD).
Huabin Wang +3 more
doaj +1 more source
Alternative Healthy Eating Index 2010, Dietary Inflammatory Index and risk of mortality: results from the Whitehall II cohort study and meta-analysis of previous Dietary Inflammatory Index and mortality studies [PDF]
Nitin Shivappa +3 more
openalex +1 more source
Correlation analysis of systemic immune-inflammation index values and arthritis risk in adults
Objective To investigate the correlation between systemic immune-inflammation index (SII) values and the risk of arthritis among adult participants.
Xuefei Xia +4 more
doaj +1 more source
BackgroundPatients with psoriasis have an increased risk of developing cardiovascular disease(CVD), yet reliable potential markers for cardiovascular risk assessment remain insufficient.
Ying Li +15 more
doaj +1 more source
Evaluating the Dynamic Nature of Market Risk [PDF]
This study examines the systematic risk present in major crops for the United States and three corn-belt states. An index of commodities is used in conjunction with cash receipts to generate dynamic estimates of the systematic risk for each crop and ...
Baker, Timothy G. +2 more
core +1 more source
Background The ZJU index is a composite metric incorporating triglyceride (TG), fasting plasma glucose (FPG), the alanine aminotransferase (ALT) to aspartate aminotransferase ratio (AST) (ALT/AST), and body mass index (BMI).
Weiqiang Ning +4 more
doaj +1 more source
HEDGING CROP RISK WITH WEATHER INDEX AND INDIVIDUAL CROP INSURANCE [PDF]
This paper provides a theoretical analysis for the optimal portfolio of weather index and individual crop insurance in farm level under mean-variance framework and stresses the impacts of risk aversion level, transaction cost, and basis risk.
Dillon, Carl R. +3 more
core +1 more source
This paper focuses on a three-dimensional portfolio balanced risk index model for large-scale infrastructure project risk evaluation as a hot topic of current research.
Wu Gao, Kairong Hong
doaj +1 more source

