Results 61 to 70 of about 510,642 (302)

Hedging Effectiveness under Conditions of Asymmetry [PDF]

We examine whether hedging effectiveness is affected by asymmetry in the return distribution by applying tail specific metrics to compare the hedging effectiveness of short and long hedgers using crude oil futures contracts.
Jim Hanly, John Cotter
core   +3 more sources

THE SYSTEMIC RISK IN THE GULF COOPERATION COUNCIL COUNTRIES’ EQUITY MARKETS AND BANKING SECTORS: A DYNAMIC COVAR APPROACH

Buletin Ekonomi Moneter dan Perbankan, 2022
This paper examines the systemic risk and its spillover between banking sectors of the Gulf Cooperation Council (GCC) region using the conditional value-at-risk framework.
Aktham Maghyereh, Nader Virk, Basel Awartani, Mohammad Al Shboul   +3 more
doaj   +1 more source

On the coherence of Expected Shortfall

, 2001
Expected Shortfall (ES) in several variants has been proposed as remedy for the defi-ciencies of Value-at-Risk (VaR) which in general is not a coherent risk measure. In fact, most definitions of ES lead to the same results when applied to continuous loss
Acerbi, Carlo, Tasche, Dirk
core   +4 more sources

An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition [PDF]

, 2011
This paper investigates the hedging effectiveness of a dynamic moving window OLS hedging model, formed using wavelet decomposed time-series. The wavelet transform is applied to calculate the appropriate dynamic minimum-variance hedge ratio for various ...
Benet, Burrus, Cao, Chen, Chen, Christie-David, Conlon, Cotter, Cotter, Ederington, Fernandez, Galagedera, Gencay, Gencay, Gencay, Geppert, Harris, Harris, Hill, In, In, Jorion, Kim, Kroner, Lien, Malliaris, Percival, Ramsey, Ramsey, Rua   +29 more
core   +3 more sources

Intein‐based modular chimeric antigen receptor platform for specific CD19/CD20 co‐targeting

Molecular Oncology, EarlyView.
CARtein is a modular CAR platform that uses split inteins to splice antigen‐recognition modules onto a universal signaling backbone, enabling precise, scarless assembly without re‐engineering signaling domains. Deployed here against CD19 and CD20 in B‐cell malignancies, the design supports flexible multi‐antigen targeting to boost T‐cell activation and
Pablo Gonzalez‐Garcia, Noelia Moares, Wenjie Yi‐He, Rosa Luna‐Espejo, Ricardo Fernandez‐Cisnal, Javier Ocaña‐Cuesta, Juan P. Muñoz‐Miranda, Antonio Gabucio, Cecilia M. Fernandez‐Ponce, Francisco Garcia‐Cozar   +9 more
wiley   +1 more source

Molecular characterisation of human penile carcinoma and generation of paired epithelial primary cell lines

Molecular Oncology, EarlyView.
Generation of two normal and tumour (cancerous) paired human cell lines using an established tissue culture technique and their characterisation is described. Cell lines were characterised at cellular, protein, chromosome and gene expression levels and for HPV status.
Simon Broad, Mahmood Hachim, Tom Bertin, Karolina Penderecka, Rifat Hamoudi, Saif Khan, Rui Henrique, Natalie Bergmoser, Manit Arya, Kalle Sipila, Matteo Vietri Rudan, Asif Muneer, Aamir Ahmed   +12 more
wiley   +1 more source

Estimating value at risk and conditional tail expectation for extreme and aggregate risks

, 2021
25 ...
Thapa, Suman, Zhao, Yiqiang Q.
openaire   +2 more sources

Cis‐regulatory and long noncoding RNA alterations in breast cancer – current insights, biomarker utility, and the critical need for functional validation

Molecular Oncology, EarlyView.
The noncoding region of the genome plays a key role in regulating gene expression, and mutations within these regions are capable of altering it. Researchers have identified multiple functional noncoding mutations associated with increased cancer risk in the genome of breast cancer patients.
Arnau Cuy Saqués, Aracele Martinez‐Mendez, John Crown, Alex Eustace   +3 more
wiley   +1 more source

Transcriptional network analysis of PTEN‐protein‐deficient prostate tumors reveals robust stromal reprogramming and signs of senescent paracrine communication

Molecular Oncology, EarlyView.
Combining PTEN protein assessment and transcriptomic profiling of prostate tumors, we uncovered a network enriched in senescence and extracellular matrix (ECM) programs associated with PTEN loss and conserved in a mouse model. We show that PTEN‐deficient cells trigger paracrine remodeling of the surrounding stroma and this information could help ...
Ivana Rondon‐Lorefice, Jose I. Lopez, Aitziber Ugalde‐Olano, Maite Zufiaurre, Ianire Astobiza, Natalia Martin‐Martin, Laura Bozal‐Basterra, Saioa Garcia‐Longarte, Amaia Zabala‐Letona, Sofia Rey, Aida Santos‐Martin, Miguel Unda, Ana Loizaga‐Iriarte, Mariona Graupera, Paolo Nuciforo, Arkaitz Carracedo, Isabel Mendizabal   +16 more
wiley   +1 more source

Distributional Censored and Uncensored Validation Testing under a Modified Test Statistic with Risk Analysis and Assessment

Journal of Mathematics, 2023
This paper introduces and studies a unique probability distribution. The maximum likelihood estimation, the ordinary least squares, the weighted least squares, and the Anderson–Darling estimation methods all take into account a number of financial risk ...
Yusra Tashkandy, Walid Emam, Gauss M. Cordeiro, M. Masoom Ali, Khaoula Aidi, Haitham M. Yousof, Mohamed Ibrahim   +6 more
doaj   +1 more source