Results 81 to 90 of about 6,316,556 (202)

Tail Risks Across Investment Funds

Finanse i Prawo Finansowe
The purpose of the article. Managed portfolios are subject to tail risks, which can be either index level (systematic) or fund-specific. Examples of fund-specific extreme events include those due to big bets or fraud.
Jerchern Lin
doaj   +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

Scaling conditional tail probability and quantile estimators [PDF]

We present a novel procedure for scaling relatively high frequency tail probability and quantile estimates for the conditional distribution of returns.
John Cotter
core  

Predicting tail-biting from behaviour of pigs prior to outbreaks [PDF]

, 2009
Predicting that an outbreak of tail-biting is going to Occur in a group of pigs would be a useful tool for farmers. In a prospective longitudinal study, 24 groups of c.30 unclocked pigs were followed from birth to slaughter weight.
Mendl, M. (Michael), Statham, Poppy, Green, LE, Mendl, Michael, Bichard, M, Bichard, Meggie, Green, Laura E., Statham, P, Mendl, M, Green, Laura; id_orcid   +9 more
core   +1 more source

Bank tail risk in China

International Studies of Economics
In this study, we investigate the tail dependency between bank stocks in China and 35 common risk factors. We measure univariate and multivariate conditional tail risk probabilities.
Huan Yang, Jun Cai, Lin Huang
doaj   +1 more source

Quantifying Tail Risk Spillovers in Chinese Petroleum Supply Chain Enterprises: A Neural-Network-Inspired Multi-Layer Machine Learning Framework

Systems
This study constructs a neural-network-inspired multi-layer machine learning model (RQLNet) to measure and analyze the effects of tail risk spillover and its associated sensitivities to macroeconomic factors among petroleum supply chain enterprises.
Xin Zheng, Lei Wang, Tingqiang Chen, Tao Xu   +3 more
doaj   +1 more source

Measuring systemic risk [PDF]

We present a simple model of systemic risk and show how each financial institution’s contribution to systemic risk can be measured and priced.
Lasse H. Pedersen, Thomas Philippon, Viral V. Acharya, Matthew Richardson   +3 more
core  

Comparative Analysis of Tail Risk in Emerging and Developed Equity Markets: An Extreme Value Theory Perspective

International Journal of Financial Studies
This research explores the application of extreme value theory in modelling and quantifying tail risks across different economic equity markets, with focus on the Nairobi Securities Exchange (NSE20), the South African Equity Market (FTSE/JSE Top40) and ...
Sthembiso Dlamini, Sandile Charles Shongwe   +1 more
doaj   +1 more source

ASSESSMENT OF MARKET RISK IN HOG PRODUCTION USING VALUE-AT-RISK AND EXTREME VALUE THEORY [PDF]

The objective of this paper is to investigate the performance of different VaR models in the context of risk assessment in hog production. Potential pitfalls of traditional VaR models are pinpointed and proposals to solve them are analyzed. After a brief
Odening, Martin, Hinrichs, Jan
core  

Corporate social performance as a market force: Analysing its impact on stocks’ tail risk and upside potential in the Spanish equity market

Management Letters/Cuadernos de Gestión
This study examines the impact of corporate social performance (CSP) and its subdimensions (workforce, human rights, community, and product responsibility) on firms’ tail risk and upside potential in the Spanish stock market.
Julen Galarza-Maria, Eduardo Ortas, José M. Moneva   +2 more
doaj   +1 more source