Results 61 to 70 of about 2,051,678 (269)
A Robust Approach to Hedging and Pricing in Imperfect Markets
Risks, 2017 This paper proposes a model-free approach to hedging and pricing in the presence of market imperfections such as market incompleteness and frictions.
Hirbod Assa, Nikolay Gospodinov
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CARL and His POT: Measuring Risks in Commodity Markets
Risks, 2020 The present study aims at modelling market risk for four commodities, namely West Texas Intermediate (WTI) crude oil, natural gas, gold and corn for the period 2007−2017.
Bernardina Algieri, Arturo Leccadito
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Operational risk measurement [PDF]
, 2010 peer ...
Gabriela ANGHELACHE +2 more
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The human gut microbiome across the life course
FEBS Letters, EarlyView.Despite significant individual variation and continuous change throughout life, the human gut microbiome follows some life stage‐specific trends. This article provides a brief overview of how gut microbiome composition shifts across different phases of life. Created in BioRender. Özkurt, E. (2026) https://BioRender.com/8q4nrnc.
Alise J. Ponsero +4 more
wiley +1 more source
Foundations and Trends® in Microeconomics, 2006 The purpose of the survey is to summarize, discuss, and interpret published research concerning the risk aversion of decision makers who maximize expected utility. In doing this, two points are emphasized. First, any measure of risk aversion is specific to the particular outcome variable over which the measure is defined or estimated, and second when ...
Donald J. Meyer, Jack Meyer
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Degradation mechanism of the von Willebrand factor A2 domain by nattokinase
FEBS Letters, EarlyView.Nattokinase, a natto‐derived protease, exhibits potent antithrombotic effects. This study demonstrates that nattokinase directly cleaves the von Willebrand factor (vWF) A2 domain in vitro. Unlike the native regulator ADAMTS13, nattokinase degrades folded vWF independently of shear stress.
Ryuichi Hyakumoto +3 more
wiley +1 more source
IEEE AccessAssessing the financial risks is an essential component of portfolio management. This assessment involves the employment of one or more risk measures, i.e., quantitative coefficients employed to capture how risky a portfolio is. As the risk measures are important both to create and evaluate portfolios, it is imperative to understand their ...
Adriano Chaves Lisboa +8 more
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Maturity-independent risk measures [PDF]
2008 47th IEEE Conference on Decision and Control, 2008 The new notion of maturity-independent risk measures is introduced and contrasted with the existing risk measurement concepts. It is shown, by means of two examples, one set on a finite probability space and the other in a diffusion framework, that, surprisingly, some of the widely utilized risk measures cannot be used to build maturity-independent ...
Thaleia Zariphopoulou, Gordan Zitkovic
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Modulation of Homer1 EVH1 domain internal dynamics by putative autism‐associated mutations
FEBS Letters, EarlyView.The putative autism‐associated M65I and S97L variants of the EVH1 domain of the postsynaptic scaffold protein Homer1 do not exhibit substantial changes in their overall structure or partner binding. Both of them, but especially the M65I variant, show altered internal dynamics relative to the wild‐type domain on the μs‐ms timescale, indicated by the ...
Fanni Farkas +6 more
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Multivariate Shortfall and Divergence Risk Statistics
Entropy, 2019 The aim of this paper is to construct two new classes of multivariate risk statistics, and to study their properties. We, first, introduce the multivariate shortfall risk statistics and multivariate divergence risk statistics.
Haiyan Song +3 more
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