Results 121 to 130 of about 138,460 (299)
An Approach of Estimating the Value at Risk of Heavy-tailed Distribution using Copulas
, 2022 Ou ́edraogo Korotimi, Diakarya Barro
openalex +2 more sources
Value-at-Risk Effectiveness: A High-Frequency Data Approach with Semi-Heavy Tails
RisksIn the broader landscape of cryptocurrency risk management, this study delves into the nuanced estimation of Value-at-Risk (VaR) for a uniformly weighted portfolio of cryptocurrencies, employing the bivariate Normal Inverse Gaussian distribution renowned for its semi-heavy tails.
Mario Ivan Contreras-Valdez +3 more
openaire +2 more sources
Microfabricated Anisotropic Myobundles for the Scalable Production of Cardiac Tissue Grafts
Advanced Functional Materials, EarlyView.Controlling the anisotropy of cardiac tissue remains an outstanding challenge in the field of cardiac tissue engineering. Here, we introduce an approach to generate anisotropic cardiac myobundles using cell‐adhesive, synthetic, electrospun fibers and stem cell‐derived cardiac fibroblasts.
Maggie E. Jewett +15 more
wiley +1 more source
Forecasting Tail Risk Measures for Financial Time Series: An Extreme Value Approach With Covariates
, 2021 Robert James +3 more
openalex +1 more source
Advanced Functional Materials, EarlyView.Highly hydrophilic surfaces (water contact angle, ≈17.7°) exhibiting surprising water slipping performance (sliding angle, ≈7.3°) are successfully prepared via simple chemisorption of polyethylene glycol (PEG) organosilane and subsequent alkali‐treatment.
Hyeonjin Kim +5 more
wiley +1 more source
Advanced Healthcare Materials, EarlyView.The repair and regeneration of brain tissue faces both biological and technical challenges. Injectable bioscaffolds offer new opportunities to stimulate tissue regrowth in the brain by recruiting neural stem cells. Here, the translational issues are reviewed that need to be address to advance this promising new therapeutic approach from the bench to ...
Michel Modo, Alena Kisel
wiley +1 more source
A Novel Decellularized Fibrocartilage Graft Promotes Tympanic Membrane Repair
Advanced Healthcare Materials, EarlyView.An off‐the‐shelf decellularized porcine meniscus fibrocartilage graft (MEND) is engineered for pediatric tympanoplasty. Featuring a microchannel architecture that promotes host cell invasion, MEND rapidly closes tympanic membrane perforations and fully remodels in vivo, outperforming fascia and matching cartilage grafts while avoiding donor‐site ...
Paul M. Gehret +6 more
wiley +1 more source
Decellularized Extracellular Matrix (dECM) in Tendon Regeneration: A Comprehensive Review
Advanced Healthcare Materials, EarlyView.Decellularized Extracellular Matrix (dECM) offers a promising solution by replicating the native tendon microenvironment and promoting regeneration. This review highlights advances in the decellularization methods, as well as their integration with emerging technologies and translational progress in tendon tissue engineering.
Kumaresan Sakthiabirami +4 more
wiley +1 more source
Discrete time portfolio optimisation managing value at risk under heavy tail return distribution [PDF]
, 2019 Subhojit Biswas, Diganta Mukherjee
openalex +3 more sources
A Value Investing-Based Approach to Catastrophe Bonds and Tail Risk Hedging
, 2015 Frederick J. Sheehan, Joseph Calandro
openalex +1 more source