Results 81 to 90 of about 49,838,108 (340)
Market Risk Analysis of Energy in Vietnam
Risks, 2019 The purpose of this paper is to evaluate and estimate market risk for the ten major industries in Vietnam. The focus of the empirical analysis is on the energy sector, which has been designated as one of the four key industries, together with services ...
Ngoc Phu Tran +3 more
doaj +1 more source
Value at Risk, Legislative Framework, Crises, and Procyclicality: what goes wrong?
Review of Economic Analysis, 2020 This study highlights some deficiencies of the stock markets’ risk legislation framework, and particularly the CESR (2010) guidelines. We show that the current legislative framework fails to offer incentives to financial management companies to invest ...
Evangelos Vasileiou, Aristeidis Samitas
doaj +1 more source
A Dynamic Trading Strategy Based on Conditional Value-at-risk
, 2023 This thesis studies two risk measurement methods, Value-at-Risk (VaR) method and Conditional-Value-at-Risk (CVaR) method. The concepts, prop- erties and calculation methods of VaR and CVaR method are introduced. On the basis of CVaR method, the mean-CVaR
Weizhe Chen (5920778)
core +1 more source
Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Graft‐versus‐host disease (GvHD) remains one of the most significant complications of hematopoietic stem cell transplantation (HSCT). Abatacept, a selective T‐cell costimulation modulator, is a relatively novel prophylactic agent, though pediatric data remain limited.
Matthijs D. Kruizinga +3 more
wiley +1 more source
Modeling Tail Risk and Analysis of its Spillover Using EVT-VaR in the Supply Chain between the Cement and Construction-Real Estate Industries [PDF]
راهبرد مدیریت مالیIn light of the growing turbulence in financial markets, the evaluation of extreme events has become a critical component of risk management. When risk spillover acts as a significant transmission mechanism, it may lead to crises in other interconnected ...
Farideh Kalateh Rahmani +1 more
doaj +1 more source
Asset Allocation with Conditional Value-at-Risk Budgets
, 2013 Risk budgets are frequently used to estimate and allocate the risk of a portfolio by decomposing the total portfolio risk into the risk contribution of each component position.
K. Boudt, P. Carl, Brian G. Peterson
semanticscholar +1 more source
Value-at-Risk for Country Risk Ratings [PDF]
The country risk literature argues that country risk ratings have a direct impact on the cost of borrowings as they reflect the probability of debt default by a country.
Michael McAleer +2 more
core
Pediatric Blood &Cancer, EarlyView.ABSTRACT Background and Aims Infant bone and soft tissue neoplasms present distinct clinical challenges and lack large‐scale data to inform treatment decisions. This study aims to characterize bone and soft tissue neoplasms in infants in Canada and to compare their outcomes with those of older pediatric patients.
Samuel Sassine +21 more
wiley +1 more source
, 2017 The increase in volatilities in world markets has made risk management tools a necessity for understanding and controlling risk exposure.
Mostafa, F, Dillon, T, Chang, E
openaire +2 more sources
Exposure-Based Cash-Flow-at-Risk for Value-Creating Risk Management under Macroeconomic Uncertainty [PDF]
A strategically minded CFO will realize that strategic corporate risk management is about finding the right balance between risk prevention and proactive value generation. Efficient risk and performance management requires adequate assessment of risk and
Jankensgård, Håkan +2 more
core