Results 121 to 130 of about 18,915,989 (297)
Conditional CAPM: Time-varying Betas in the Brazilian Market
Revista Brasileira de Finanças, 2014 The conditional CAPM is characterized by time-varying market beta. Based on state-space models approach, beta behavior can be modeled as a stochastic process dependent on conditioning variables related to business cycle and estimated using Kalman filter. This paper studies alternative models for portfolios sorted by size and book-to-market ratio in the
Frances Fischberg Blank +3 more
openaire +1 more source
Molecular Oncology, EarlyView.This study identifies ARHGAP5, in addition to the frequently mutated ARHGAP35, as significantly mutated in endometrial cancer. Mutations in both genes co‐occur and are associated with their correlated downregulation. Functional CRISPR studies show that both paralogs regulate similar pathways, including actin cytoskeleton organization.
Mathilde Pinault +12 more
wiley +1 more source
Hedge Fund Excess Returns Under Time-Varying Beta
We construct a time-varying factor model of hedge fund returns that accounts for market risk, leverage, illiquidity and tail events. We also adjust for database biases arising from voluntary self-reporting.
Ron Bird, Harry Liem, Susan Thorp
core
Time-varying integration, the euro and international diversification strategy [PDF]
This paper investigates the impact of globalization and integration on the relative benefits of country and industry diversification. Unlike previous models, our factor model allows asset exposures to vary with both structural changes and temporary ...
Lieven Baele, Koen Inghelbrecht
core
Molecular Oncology, EarlyView.Incomplete microwave ablation (iMWA) of liver cancer triggers a biphasic progression in residual tumors. At Day 3, the microenvironment is characterized by acute inflammatory responses and extracellular matrix (ECM) remodeling. By Day 14, a profound shift occurs toward oncogenic signal transduction and immunosuppression, marked by macrophage ...
Yu Liu +9 more
wiley +1 more source
Investigation of a Generalized Frequency Domain Method for Modeling Time-Varying Loads on Antennas [PDF]
, 2019 Within traditional antenna design, the behavior of the antenna can be dictated by its physical dimensions and their proportions to a wavelength. Traditional electrically small antennas in particular face many limitations on factors such as their gain ...
Palmer, Ashley
core
Molecular Oncology, EarlyView.Circulating microRNA profiles distinguish nonmalignant Lynch syndrome from cancer‐associated Lynch syndrome, sporadic colorectal cancer, and healthy controls. Age‐stratified analysis reveals disease‐specific regulatory states, and a six‐miRNA panel shows concordant separation in an independent colorectal tissue cohort.
Ramadhani Salum Chambuso +5 more
wiley +1 more source
Estimating Deterministically Time-Varying Variances in Regression Models [PDF]
The problem of structural change justifiably attracts considerable attention in econometrics. A number of different paradigms have been adopted ranging from structural breaks which are sudden and rare to time varying coefficient models which exhibit ...
George Kapetanios
core
Clinical and Translational ScienceThere has been growing interest in precision dosing of beta‐lactam antibiotics in recent years. At our institution, a quaternary children's hospital, we launched a new PK consult service utilizing a model‐informed precision dosing (MIPD) approach to ...
Sonya Tang Girdwood +12 more
doaj +1 more source
Molecular Oncology, EarlyView.The kinase SRPK1 directly interacts with the protein TOPBP1 and regulates the pre‐mRNA splicing of WIZ thereby contributing to the activation of the ATR/CHK1 replicative checkpoint in response to replicative stress. This allows cancer cells' genomic stability and survival.
Amani Shreim +17 more
wiley +1 more source