Results 141 to 150 of about 5,864,540 (301)

Tail Conditional Expectation for vector-valued Risks [PDF]

In his paper we introduce a quantile-based risk measure for multivariate financial positions "the vector-valued Tail-conditional-expectation (TCE)". We adopt the framework proposed by Jouini, Meddeb, and Touzi [9] to deal with multi-assets portfolios ...
Imen Bentahar
core  

The impact of COVID-19 on tail risk: Evidence from Nifty index options. [PDF]

Econ Lett, 2021
Agarwalla SK, Varma JR, Virmani V.
europepmc   +1 more source

The Comprehensive Live Cell‐Based Cytotoxicity Assay for Monitoring Disease Activity and Guiding Rescue Therapy in Acute Attacks of NMOSD

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Neuromyelitis optica spectrum disorder (NMOSD) is a devastating neurological disease that lacks serological biomarkers that can accurately reflect disease activity. We established a live cell‐based assay (LCBA) using serum with endogenous complement to quantify the overall cytotoxicity, offering a novel functional tool for monitoring
Xiaona Xu, Jie Ding, Yupeng Du, Guibao Luo, Jinming Li, Rui Liu, Xiaoyi Xu, Xiao Li, Minshu Li, Wei Jiang, Chunsheng Yang   +10 more
wiley   +1 more source

Tail-risk spillovers from China to G7 stock market returns during the COVID-19 outbreak: A market and sectoral analysis. [PDF]

Res Int Bus Finance, 2022
Aloui R, Ben Jabeur S, Mefteh-Wali S.
europepmc   +1 more source

Cerebrospinal Fluid Over Plasma Links Analytes to Cognitive Decline in Older Adults at Risk for Alzheimer's Disease

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective To identify inflammatory analytes in cerebrospinal fluid (CSF) and plasma associated with cognitive decline in cognitively normal (CN) older adults at risk for Alzheimer's disease (AD). Methods In a longitudinal study of 118 CN older adults (65–80 years, 54% APOE ε4, 26% preclinical AD), 1331 CSF and 1501 plasma analytes were ...
Jagan A. Pillai, Audrey Zhu, Chunxuan Ma, Ming Wang, Yifan Yang, Lynn M. Bekris, Maria Khrestian, Frank P. DiFilippo, Mikhail Nasrallah, Aaron Burberry, James B. Leverenz, Yuan Hou, Feixiong Cheng, Stephen M. Rao   +13 more
wiley   +1 more source

Estimating Tail Risk in Ultra-High-Frequency Cryptocurrency Data

International Journal of Financial Studies
Understanding the density of possible prices in one-minute intervals provides traders, investors, and financial institutions with the data necessary for making informed decisions, managing risk, optimizing trading strategies, and enhancing the overall ...
Kostas Giannopoulos, Ramzi Nekhili, Christos Christodoulou-Volos   +2 more
doaj   +1 more source

Discordance Between Systemic Lupus Erythematosus Disease Activity Index Domain Weights and Their Association With Organ Damage Accrual

Arthritis Care &Research, EarlyView.
Objective Studies of damage accrual in patients with systemic lupus erythematosus (SLE) show associations with disease activity measured by the SLE Disease Activity Index 2000 (SLEDAI‐2K), but these associations are imperfect. SLEDAI scores are powerfully influenced by weightings (1–8) assigned to each domain.
Kevin Zhang, Eric F. Morand, Sarah E. Boyd, François Petitjean, Alberta Hoi, Rachel Koelmeyer, Iolanda Miceli, Julie A. Monk, Hieu T. Nim   +8 more
wiley   +1 more source

Real‐World Trends in Prenatal Antirheumatic Drug Utilization in Ontario, Canada: A Cross‐Sectional Time‐Series Analysis

Arthritis Care &Research, EarlyView.
Objective This study aimed to describe real‐world trends in preconception and prenatal use of antirheumatic drugs among pregnant individuals with rheumatic diseases in Ontario, Canada. Methods We conducted a time‐series analysis using repeated cross‐sectional data to examine annual patterns of disease‐modifying antirheumatic drug (DMARD) use among ...
Shenthuraan Tharmarajah, Swaleh Hussain, Sara J. T. Guilcher, Lisa M. McCarthy, Dharini Mahendira, Howard Berger, Mina Tadrous   +6 more
wiley   +1 more source

Lower Tail Dependence for Archimedean Copulas: Characterizations and Pitfalls [PDF]

Tail dependence copulas provide a natural perspective from which one can study the dependence in the tail of a multivariate distribution.For Archimedean copulas with continuously differentiable generators, regular variation of the generator near the ...
Charpentier, A., Segers, J.J.J.
core  

Is Corporate Social Responsibility investing a free lunch? The relationship between ESG, tail risk, and upside potential of stocks before and during the COVID-19 crisis. [PDF]

Financ Res Lett, 2022
Lööf H, Sahamkhadam M, Stephan A.
europepmc   +1 more source