Results 41 to 50 of about 16,345 (198)

A Multicenter, Open-Label, Phase 2 Trial Comparing Crizanlizumab Combined With Standard Therapy to Standard Therapy Alone on Renal Function in Patients With Sickle Cell Nephropathy (STEADFAST). [PDF]

Am J Hematol
American Journal of Hematology, Volume 101, Issue 10, Page 2666-2671, October 2026.
Ataga KI, Bartolucci P, Saraf SL, Derebail VK, Inati A, Lebensburger JD, DeBonnett L, Cancado RD, Sharpe CC.   +8 more
europepmc   +2 more sources

Early Cessation of Adjuvant Anti‐PD‐1 Therapy in Stage III and IV Melanoma

International Journal of Cancer, EarlyView.
ABSTRACT One year of adjuvant anti‐PD‐1 has improved disease‐free survival in Stage III melanoma. It is unknown whether shorter treatment duration affects outcomes. Real‐world data may help clarify this. In this retrospective observational study, patients with resected Stage III/IV melanoma receiving adjuvant anti‐PD‐1 in the Netherlands from 2018 to ...
Manja Bloem, Melissa M. de Meza, Cato D. M. Boreel, Maureen J. B. Aarts, Franchette W. P. J. van den Berkmortel, Christian U. Blank, Willeke A. M. Blokx, Marye J. Boers‐Sonderen, Han J. Bonenkamp, Jan Willem B. de Groot, John B. Haanen, Geke A. P. Hospers, Ellen Kapiteijn, Djura Piersma, Bart Rikhof, Lieke H. J. Simkens, Marion A. Stevense‐den Boer, Astrid A. M. van der Veldt, Karijn P. M. Suijkerbuijk, Alfonsus J. M. van den Eertwegh, Michel W. J. M. Wouters   +20 more
wiley   +1 more source

Diversifying Environmental, Social and Governance Portfolios: Evidence From China

International Journal of Finance &Economics, EarlyView.
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, Yating Li, Charalampos Stasinakis, Yang Zhao   +3 more
wiley   +1 more source

Industry Portfolio Volatility Connections and Industry Portfolio Returns

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper tracks dynamic connections that form among daily US industry portfolio return volatilities using a Bayesian time‐varying parameter VAR model. Market participants often focus on sectors to filter vast amounts of information, and this focus results in cross‐industry return predictability. We characterise connections that form over the
Michael Ellington, Michalis Stamatogiannis, Yawen Zheng   +2 more
wiley   +1 more source

Critical Analysis of the Sharpe Ratio: Assessing Performance and Risk in Financial Portfolio Management [PDF]

Ovidius University Annals: Economic Sciences Series
The Sharpe Ratio, serves as a crucial tool in assessing the relationship between return and risk. This study proposes a critical analysis of the Sharpe Ratio, addressing not only its practical applicability but also its involvement in the decision ...
Alexandrina Brinza , Viorica Ioan, Ioana Lazarescu   +2 more
doaj  

Portfolio return optimization under an endogenous investment set: evidence from P2P lending [PDF]

Seonmul yeongu
We develop a Sharpe ratio–maximizing decision framework for environments in which binary approval rules endogenously determine the investable set. In conventional portfolio theory, investors optimize weights within an exogenously given asset universe; in
Jaesung James Park, Jonghyun Moon, HyeIn Yu, Hyomin Lee, Hyebin Jeong, Minseo Choi, Hyeseong Hwang   +6 more
doaj   +1 more source

Performance Evaluation of Mutual Funds Via Single Valued Neutrosophic Set (SVNS) Perspective: A Case Study in Turkey [PDF]

Neutrosophic Sets and Systems, 2018
The aim of this study was to use the Single-Valued Neutrosophic Set (SVNS) to analyze 58 mutual funds, traded at the Istanbul Stock Exchange, under incomplete, indeterminate and inconsistent information.
Serpil Altinirmak, Yavuz Gul, Basil Oluch Okoth, Caglar Karamasa   +3 more
doaj   +1 more source

The Sector Liquidity Timing Ability of Bond Mutual Funds

International Journal of Finance &Economics, EarlyView.
ABSTRACT We investigate whether bond mutual fund managers exhibit market liquidity timing skills in the U.S. corporate bond market. At the portfolio level, we find only weak evidence that bond funds adjust their overall market exposure in anticipation of changes in corporate bond market liquidity.
Zhengnan Yin, Niall O'Sullivan, Meadhbh Sherman, Yuting Chen   +3 more
wiley   +1 more source

Investment portfolio optimization with supervised learning and attention mechanism

Egyptian Informatics Journal
Portfolio optimization is a process that involves distribution of capital with the purpose of maximizing returns and at the same time minimizing risks.
Zetao Yan
doaj   +1 more source

Alternative Data for Realised Volatility Forecasting: Limit Order Book and News Stories

International Journal of Finance &Economics, EarlyView.
ABSTRACT We examine whether two major alternative data sources, limit order book information and firm‐specific news, provide incremental predictive information for daily realised volatility forecasting within the HAR‐family, using a parsimonious framework to ensure practical implementation and comparability. The framework is designed for practical real‐
Eghbal Rahimikia, Ser‐Huang Poon
wiley   +1 more source