Results 101 to 110 of about 45,620 (291)
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
core
Advanced Science, EarlyView.After the intravenous injection of biomimetic and pH/ROS‐responsive PTSK@CRM, the nanoparticles can be accumulated in tumors and release Sim and KYNase to inhibit the tumor growth, regulate the metabolism of cholesterol and Kyn, and reverse the immunosuppressive tumor microenvironment.
Jiaxin Yin +6 more
wiley +1 more source
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
Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market [PDF]
We provide an analytical discussion of the optimal hedge ratio under discrepancies between the futures market price and its theoretical valuation according to the cost-of-carry model.
Alfonso Novales, J.A. Lafuente
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Three essays on agricultural price volatility [PDF]
Title from PDF of title page (University of Missouri--Columbia, viewed on September 10, 2010).The entire thesis text is included in the research.pdf file; the official abstract appears in the short.pdf file; a non-technical public abstract appears in the
Yuan, Yiyong
core +1 more source
Advanced Science, EarlyView.IL‐15‐engineered stem cell–NK cell complexes, assembled via bioorthogonal chemistry, enable effective lung cancer immunotherapy. Abstract Natural killer (NK) cells represent a powerful immunotherapeutic strategy due to their intrinsic cytotoxicity and ability to target tumor cells independently of antigen presentation.
Qian Zhang +15 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
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Advanced Science, EarlyView.This study shows anti‐CEACAM5 CAR T‐cells are ineffective against colorectal cancer (CRC) because of CEACAM5 sequestration at intercellular junctions and the thick tumour cell glycocalyx. Enzymatic treatments of CRC cell monolayer/tissue section with trypsin or hyaluronidase restore CEACAM5 availability, enhance CAR T‐cell activation, increase ...
Debasis Banik +13 more
wiley +1 more source
Risk management with default-risky forwards [PDF]
, 2008 This paper studies the impact of counter-party default risk of forward contracts on a firm's production and hedging decisions. Using a model of a risk-averse competitive firm under price uncertainty, it derives several fundamental results.
Korn, Olaf
core
PARPi Combining Nanoparticle LIN28B siRNA for the Management of Malignant Ascites
Advanced Science, EarlyView.This study demonstrates that co‐inhibition of LIN28B and PARP using siLin28b/DSSP@lip‐PEG‐FA nanoparticles in combination with the PARP inhibitor BMN673 effectively suppresses the accumulation of malignant ascites associated with advanced cancers.
Yan Fang +13 more
wiley +1 more source