Results 101 to 110 of about 45,560 (291)
Hedging: Scaling and the Investor Horizon [PDF]
This paper examines the volatility and covariance dynamics of cash and futures contracts that underlie the Optimal Hedge Ratio (OHR) across different hedging time horizons.
Jim Hanly, John Cotter
core
Advanced Science, EarlyView.CDK4/6 inhibition promotes CD8+ T cell expansion through tumor‐macrophage crosstalk by activating HIF‐1α and enhancing MIF‐CD44/CD74 signaling. This reprograms TAMs to boost MHC‐I antigen presentation, and CDK4/6 inhibitor‐trained M1 TAM supernatant therapy synergizes with low‐dose PD‐1 blockade to restore antitumor immunity.
Lin He +17 more
wiley +1 more source
The Trading Performance of Dynamic Hedging Models: Time Varying Covariance and Volatility Transmission Effects [PDF]
In this paper, we investigate the value of incorporating implied volatility from related option markets in dynamic hedging. We comprehensively model the volatility of all four S&P 500 cash, futures, index option and futures option markets simultaneously.
Gerard L. Gannon, Michael T. Chng
core
The Optimal Hedging Ratio for Contingent Claims Based on Different Risk Aversions
Open Journal of Business and Management, 2019 Based on utility theory, this paper firstly combined different utility functions with risk aversion coefficient and constructed different kinds of optimizing problems for hedgers to hedge for stochastic-payment-typed contingent claim, and then, by the aid of dynamic programming theory, effective multi-stage hedging strategy is proposed for ...
openaire +2 more sources
Advanced Science, EarlyView.Time‐resolved SAXS reveals how physiologically relevant metal ions shape the earliest conformational responses of monomeric α‐synuclein. Fe3+ induces rapid compaction, Cu2+ generates heterogeneous and partially folded ensembles, while Mn2+ and Zn2+ cause only modest changes.
Rebecca Sternke‐Hoffmann +3 more
wiley +1 more source
Sharpening Sharpe Ratios [PDF]
It is now well known that the Sharpe ratio and other related reward-to-risk measures may be manipulated with option-like strategies. In this paper we derive the general conditions for achieving the maximum expected Sharpe ratio.
Ivo Welch +3 more
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Advanced Science, EarlyView.This study presents the first telomere‐to‐telomere genomes and population resources for Diaporthe pathogens, uncovering the largest known fungal repertoire of secondary metabolite gene clusters. Structural variations and horizontal gene transfer drive cluster diversification, while specific rapidly evolving clusters control virulence, offering novel ...
Kainan Li +9 more
wiley +1 more source
ITGB1 Regulates Triple‐Negative Breast Cancer Development by Modulating the Tumor Microenvironment
Advanced Science, EarlyView.ABSTRACT Tumorigenesis and metastasis are frequently attributed to the intricate interplay between cancer cells and the tumor microenvironment (TME). Comprehending the mechanisms and key regulators of cancer‐immune crosstalk in the TME is imperative for developing efficacious immunotherapy.
Nuozi Song +12 more
wiley +1 more source
Heterogenität von Hedgefondsindizes [PDF]
Most research on the performance and risk of hedge funds are based on calculations that just use the data from one index provider. Also most product providers and even more and more investors are using hedge fund indices for benchmarking purposes.
Heidorn, Thomas +2 more
core
Logic‐Gated HSV‐TK/GCV Suicide Gene Circuit for Triple‐Negative Breast Cancer
Advanced Science, EarlyView.The BRAS comprises two modular genetic components driven by distinct tumor‐specific promoters and a failsafe layer with the NOT gate. This multi‐input logic gate circuit enables precise, specific expression of HSV‐TK in breast cancer cells with hardly expression in normal cell and effectively inhibits tumor growth in a triple‐negative breast cancer ...
Shasha Tang +10 more
wiley +1 more source