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An Optimal Tail Selection in Risk Measurement

Risks, 2021
The appropriate choice of a threshold level, which separates the tails of the probability distribution of a random variable from its middle part, is considered to be a very complex and challenging task.
Małgorzata Just, Krzysztof Echaust
doaj   +1 more source

Lifestyle Behaviors and Cardiotoxic Treatment Risks in Adult Childhood Cancer Survivors

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Background Higher doses of anthracyclines and heart‐relevant radiotherapy increase cardiovascular disease (CVD) risk. This study assessed CVD and CVD risk factors among adult childhood cancer survivors (CCSs) across cardiotoxic treatment risk groups and examined associations between lifestyle behaviors and treatment risks.
Ruijie Li, Raquel Revuelta Iniesta, Alan R. Barker, Dimitris Vlachopoulos, Tomáš Sláma, Christina Schindera, Fabiën N. Belle   +6 more
wiley   +1 more source

Global geopolitical risk and industrial tail risk in the Chinese stock market: a quantile-on-quantile connectedness approach

Frontiers in Physics
Global geopolitical risk (GPR) has increasingly become a pivotal driver of financial market volatility, understanding the impact of GPR on market tail risk is crucial, particularly as traditional models often overlook the complex, nonlinear dynamics ...
Jing Li, Yunzhong Li, Fujun Lai, An Li
doaj   +1 more source

Semiparametric Value-At-Risk Estimation of Portfolios. A replication study of Dias (Journal of Banking & Finance, 2014)

International Journal for Re-Views in Empirical Economics, 2019
This paper aims to replicate the semiparametric Value-At-Risk model by Dias (2014) and to test its legitimacy. The study confirms the superiority of semiparametric estimation over classical methods such as mixture normal and Student-t approximations in ...
Jiahua Xu
doaj   +1 more source

Pathogenic Germline PALB2 and RAD50 Variants in Patients With Relapsed Ewing Sarcoma

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Approximately 10% of patients with Ewing sarcoma (EwS) have pathogenic germline variants. Here, we report two cases: first, a novel germline pathogenic variant in partner and localizer of BRCA2 (PALB2) in a patient with a late EwS relapse. Its impact on homologous recombination is demonstrated, and breast cancer risk is discussed.
Molly Mack, A. Carolina Tufino, Mohd Azrin Jamalruddin, Sreya Dey, Yinghong Pan, Elina Mukherjee, Jessica D. Daley, Julia Meade, Mahmoud Aarabi, Lisa Maurer, James Cooper, Kara A. Bernstein, Kelly M. Bailey   +12 more
wiley   +1 more source

The effect of docking length on the risk of tail biting, tail-directed behaviour, aggression and activity level of growing pigs kept under commercial conditions

Animal, 2018
Tail biting in domestic pigs relates to a range of risk factors, primarily in the pigs’ environment. Preventive tail docking is widely used, and various experimental approaches suggest that docking reduces the risk of tail biting.
K. Thodberg, M.S. Herskin, T. Jensen, K.H. Jensen   +3 more
doaj   +1 more source

Tail-Risk Protection Trading Strategies [PDF]

SSRN Electronic Journal, 2015
Starting from well-known empirical stylised facts of financial time series, we develop dynamic portfolio protection trading strategies based on econometric methods. As a criterion for riskiness we consider the evolution of the value-at-risk spread from a GARCH model with normal innovations relative to a GARCH model with generalised innovations.
N. Packham, J. Papenbrock, P. Schwendner, F. Woebbeking   +3 more
openaire   +3 more sources

A Comparative Study of Cerebral Oxygenation During Exercise in Hemodialysis and Peritoneal Dialysis Patients

Therapeutic Apheresis and Dialysis, EarlyView.
ABSTRACT Introduction Cognitive impairment and exercise intolerance are common in dialysis patients. Cerebral perfusion and oxygenation play a major role in both cognitive function and exercise execution; HD session per se aggravates cerebral ischemia in this population. This study aimed to compare cerebral oxygenation and perfusion at rest and in mild
Marieta P. Theodorakopoulou, Konstantina Dipla, Danai Faitatzidou, Fotini Iatridi, Areti Georgiou, Artemios Karagiannidis, Erasmia Sampani, Chrysostomos Dimitriadis, Aggelos Koutlas, Andreas Zafeiridis, Pantelis Sarafidis   +10 more
wiley   +1 more source

Tail risk diversification strategy with flight-from-loss approach: Evidence from U.S. REITs

International Journal of Strategic Property Management
This study introduces a novel portfolio allocation strategy, the flight-from-loss approach, designed to diversify tail risk in the REIT market. The strategy reallocates capital toward assets that have historically outperformed during periods of extreme ...
Kang Mo Koo, Jeongseop Song
doaj   +1 more source

Integration of circadian and hypoxia signaling via non‐canonical heterodimerization

FEBS Letters, EarlyView.
CLOCK, BMAL1, and HIFs are basic helix‐loop‐helix and Per‐Arnt‐Sim domain (bHLH‐PAS) proteins, which function as transcription factors. bHLH‐PAS proteins are designated in two classes. Many class I proteins are regulated by environmental signals via their PAS domains, but such signals have not been identified for all.
Sicong Wang, Katja A. Lamia
wiley   +1 more source