Results 31 to 40 of about 18,915,989 (297)
Nonparametric estimation of conditional beta pricing models [PDF]
, 2008 We propose a new procedure to estimate and test conditional beta pricing models which allows for flexibility in the dynamics of assets' covariances with risk factors and market prices of risk (MPR).
Orbe, Susan +2 more
core +1 more source
A comparison of transmissibility of SARS-CoV-2 variants of concern
Virology Journal, 2023 Background The World Health Organization (WHO) has currently detected five Variants of Concern of SARS-CoV-2 having the WHO labels of ‘Alpha’, ‘Beta’, ‘Gamma’, ‘Delta’ and ‘Omicron’. We aimed to assess and compare the transmissibility of the five VOCs in
S. S. Manathunga +2 more
doaj +1 more source
Enhanced portfolio performance evaluation using adjusted dynamic conditional Jensen’s alpha: A time-sensitive risk approach [PDF]
Mathematics and Modeling in FinanceThis study presents an enhanced framework for portfolio performance evaluation by refining Jensens alpha to incorporate dynamic conditional beta. Traditional models rely on static beta assumptions, often overlooking the time-varying nature of portfolio ...
Hasan Bayati +3 more
doaj +1 more source
Entropy-based financial asset pricing. [PDF]
PLoS ONE, 2014 We investigate entropy as a financial risk measure. Entropy explains the equity premium of securities and portfolios in a simpler way and, at the same time, with higher explanatory power than the beta parameter of the capital asset pricing model.
Mihály Ormos, Dávid Zibriczky
doaj +1 more source
Comparative Economic Research, 2022 This paper examines the long‑term dependence between the Polish and German stock markets in terms of industry beta risk estimates according to the Capital Asset Pricing Model (CAPM). The main objective of this research is to compare the Polish and German
Ewa Feder‑Sempach, Piotr Szczepocki
doaj +1 more source
Estimating time-varying treatment effects in longitudinal studies
, 2022 Longitudinal study designs are frequently used to investigate the effects of a naturally observed predictor (treatment) on an outcome over time. Because the treatment at each time point or wave is not randomly assigned, valid inferences of its causal ...
Dongning Ren, Wen Wei Loh
core +1 more source
International Journal of Financial Studies, 2016 The stock beta coefficient literature extensively discusses the proper methods for the estimation of beta as well as its use in asset valuation. However, there are fewer references with respect to the appropriate time horizon that investors should ...
Dimitrios Dadakas +3 more
doaj +1 more source
Frontiers in Cardiovascular Medicine, 2022 BackgroundIt is unclear whether beta-blocker treatment is advantageous in patients with stable coronary artery disease (CAD) who underwent percutaneous coronary intervention (PCI). We evaluated the clinical impact of long-term beta-blocker maintenance in
Seung-Jun Lee +14 more
doaj +1 more source
Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Adult survivors of childhood acute lymphoblastic leukemia (ALL) are at risk of reduced exercise capacity, decreased physical activity levels, persistent fatigue, and neurocognitive deficits. The aim was to investigate exercise capacity and physical activity levels of adult survivors of childhood ALL and their associations with ...
Laura Jess +5 more
wiley +1 more source
Pediatric Blood &Cancer, EarlyView.ABSTRACT Febrile neutropenia (FN) is a frequent and serious complication in children receiving cancer therapy. Standardizing FN management across Asia is challenging due to variable healthcare infrastructure, diagnostic capacity, and infection patterns; however, it could improve resource use and patient outcomes.
Joliza Patricia Cañeba +29 more
wiley +1 more source