Results 141 to 150 of about 133,508 (308)
Testing for the best alternative with an application to performance measurement [PDF]
Suppose that we are searching for the maximum of many unknown and analytically untractable quantities or, say, the 'best alternative' among several candidates.
Frahm, Gabriel
core
Fundamentals of Sharpe Ratios in Storable Commodity Markets
, 2023 Attaoui, Sami, Six, Pierre
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Journal of the European Academy of Dermatology and Venereology, EarlyView.A meta‐analysis was conducted comparing the efficacy of biologics for the treatment of hidradenitis suppurativa (HS) for 12–16 weeks. Based on the SUCRA, bimekizumab was ranked the most efficacious treatment compared with secukinumab and adalimumab for all assessed efficacy outcomes, positioning it as the best treatment across biologic‐naïve and ...
Haley B. Naik +9 more
wiley +1 more source
Journal of the European Academy of Dermatology and Venereology, EarlyView.A matching‐adjusted indirect treatment comparison (MAIC) was conducted, comparing approved biologics for long‐term (48–52 weeks) treatment of moderate‐to‐severe hidradenitis suppurativa (HS). Using weighted patient‐level trial data allowed re‐estimation of relative bimekizumab efficacy compared with aggregate secukinumab and adalimumab trial data ...
Thrasyvoulos Tzellos +9 more
wiley +1 more source
Portfolio analysis with Sharpe ratios resampled by bootstrapping [PDF]
In this work we make a traditional portfolio analysis using the Sharpe ratio to identify the market portfolio. This measure of investment performance was compared with those obtained with bootstrapping the Sharpe ratio.
Gonzales, Rolando
core +1 more source
The Effects of Regulatory Office Closures on Bank Behavior
Journal of Money, Credit and Banking, EarlyView.Abstract We investigate if the decentralized structure of regulatory office networks influences supervisory outcomes and bank behavior. Following the closure of an office, banks previously supervised by that office increase their lending and risk‐taking.
IVAN LIM, JENS HAGENDORFF, SETH ARMITAGE
wiley +1 more source
Stochastic Gradient Descent on a Portfolio Management Training Criterion Using the IPA Gradient Estimator [PDF]
In this paper, we set the basis for learning a multitype assets portfolio management technique relying on no assumptions over the distributions of the financial data. The neural network based model tries to capture patterns in the evolution of the market.
Christian Dorion, Yoshua Bengio
core
Degree of Convergence of the Efficiency of the Polish Equity Investment Funds Obtained with Measures Based on the Sharpe Ratio [PDF]
, 2017 Sylwester Kozak
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