Results 81 to 90 of about 3,030,006 (223)
Using Entropy to Forecast Bitcoin’s Daily Conditional Value at Risk
Proceedings, 2019 Conditional value at risk (CVaR), or expected shortfall, is a risk measure for investments according to Rockafellar and Uryasev. Yamai and Yoshiba define CVaR as the conditional expectation of loss given that the loss is beyond the value at risk (VaR ...
Hellinton H. Takada +3 more
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Pediatric Blood &Cancer, EarlyView.ABSTRACT Bone tumours present significant challenges for affected patients, as multimodal therapy often leads to prolonged physical limitations. This is particularly critical during childhood and adolescence, as it can negatively impact physiological development and psychosocial resilience.
Jennifer Queisser +5 more
wiley +1 more source
Tail risk modelling of cryptocurrencies, gold, non-fungible token, and stocks
Research in GlobalizationWe present tail risk analysis of cryptocurrencies (Bitcoin, Ethereum and Litecoin), non-fungible tokens, stocks (FTSE 100 and S&P 500) and Gold from November 12, 2017 to March 31, 2022 using conditional model-based Value-at-Risk (VaR).
Zynobia Barson, Peterson Owusu Junior
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THE CORRELATION BETWEEN THE MARKET RISK AND THE LIQUIDITY RISK IN THE ROMANIAN BANKING SECTOR [PDF]
Annals of the University of Oradea: Economic Science, 2010 A series of studies on liquidity management have appeared during the financial crisis, many of them comparing the funding liquidity with the market liquidity.
Zoicas-Ienciu Adrian, Trenca Ioan
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Therapeutic Apheresis and Dialysis, EarlyView.ABSTRACT Background The delipid extracorporeal lipoprotein filter from plasma (DELP) treatment can effectively reduce blood lipid, increase blood flow, and improve neurological deficits in patients with acute ischemic stroke (AIS). However, its effect on vision and retinal microcirculation in stroke patients has never been reported.
Ning Li +9 more
wiley +1 more source
Calculating Value-at-Risk contributions in CreditRisk+
, 2001 Credit Suisse First Boston (CSFB) launched in 1997 the model CreditRisk+ which aims at calculating the loss distribution of a credit portfolio on the basis of a methodology from actuarial mathematics.
Haaf, Hermann, Tasche, Dirk
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Vector-Valued Multivariate Conditional Value-at-Risk
, 2017 In this study, we propose a new definition of multivariate conditional value-at-risk (MCVaR) as a set of vectors for discrete probability spaces. We explore the properties of the vector-valued MCVaR (VMCVaR) and show the advantages of VMCVaR over the ...
Kucukyavuz, Simge, Merakli, Merve
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Therapeutic Apheresis and Dialysis, EarlyView.ABSTRACT Introduction Cognitive impairment and exercise intolerance are common in dialysis patients. Cerebral perfusion and oxygenation play a major role in both cognitive function and exercise execution; HD session per se aggravates cerebral ischemia in this population. This study aimed to compare cerebral oxygenation and perfusion at rest and in mild
Marieta P. Theodorakopoulou +10 more
wiley +1 more source
THE EVALUATION OF RISK REGARDING INSURANCE. STATISTICAL METHODS OF RISK DISSIPATION [PDF]
Annals of the University of Petrosani: Economics, 2010 Value at risk (VaR) is a summary statistic that quantifies the exposureof an asset or portfolio to market risk. Value at risk is now viewed by many as indispensableammunition in any serious corporate risk manager’s arsenal.
MIHAI ARISTOTEL UNGUREANU +3 more
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Value at Risk for Large Portfolios [PDF]
We argue that the practise of valuing the portfolio is important for the calculation of the V aR. In particular, the seller (buyer) of an asset does not face horizontal demand (supply) curves.
Brännäs, Kurt +2 more
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