Results 31 to 40 of about 248,583 (305)
Measuring financial risk : comparison of alternative procedures to estimate VaR and ES [PDF]
, 2008 We review several procedures for estimating and backtesting two of the most important measures of risk, the Value at Risk (VaR) and the Expected Shortfall (ES). The alternative estimators differ in the way the specify and estimate the conditional mean
Ruiz Ortega, Esther +2 more
core
Pediatric Blood &Cancer, EarlyView.ABSTRACT Background An internal tandem duplication in the gene encoding Fms‐like tyrosine kinase 3 (FLT3‐ITD) is associated with high relapse risk and poor prognosis in acute myeloid leukemia (AML) and plays a crucial role in treatment decisions. Measurable residual disease (MRD) analysis of FLT3‐ITD during and after treatment has shown prognostic ...
Sofie Johansson Alm +11 more
wiley +1 more source
An empirical evaluation of Value-at-Risk: The case of the Belgrade Stock Exchange index - BELEX15 [PDF]
Industrija, 2012 The subject of the research is to test and analyze VaR (Value-at-Risk) methods of market risk management on the financial market of the Republic of Serbia.
Anđelić Goran B. +2 more
doaj
Dört Büyük Kriptoparanın Piyasa Riskinde Covid-19 Pandemi Etkisi
Ekonomi, Politika & Finans Araştırmaları Dergisi, 2020 Yüksek volatiliteli oldukları bilinen kripto paraları borsalarda yatırım amaçlı kullananlar için piyasa riskinin ölçülmesi, özellikle Covid-19 pandemi haberlerinin piyasalarda duyulmasıyla birlikte, daha fazla önem kazanmıştır.
Neslihan Fidan
doaj +1 more source
Pediatric Blood &Cancer, EarlyView.ABSTRACT Claudin‐6 has emerged as a promising immunotherapeutic target, yet protein‐level data in atypical teratoid/rhabdoid tumors (AT/RTs) have been inconsistent. We analyzed 36 well‐characterized AT/RT samples and found membranous claudin‐6 protein expression in 58% of cases, with striking enrichment in the molecular subgroup AT/RT‐TYR (100%) and ...
Victoria E. Fincke +4 more
wiley +1 more source
Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Wilms tumor (WT) treatment imposes a significant time burden on patients and their families. Time toxicity is a patient‐centered metric that quantifies the burden of healthcare interaction. We sought to define time toxicity in the first year after diagnosis of WT and hypothesized that it would increase as tumor stage and treatment ...
Caleb Q. Ashbrook +6 more
wiley +1 more source
PERHITUNGAN VaR PORTOFOLIO SAHAM MENGGUNAKAN DATA HISTORIS DAN DATA SIMULASI MONTE CARLO
E-Jurnal Matematika, 2012 Value at Risk (VaR) is the maximum potential loss on a portfolio based on the probability at a certain time. In this research, portfolio VaR values calculated from historical data and Monte Carlo simulation data.
WAYAN ARTHINI +2 more
doaj +1 more source
Valor em Risco (Var-Value at Risk)
Review of Business and Legal Sciences, 2017 O VAR (Value at Risk), valor em risco, é a perda máxima provável de uma carteira para um nível de confiança determinado, num horizonte temporal especificado. As metodologias podem ser várias paro estimar o VAR, mas dividem-se em dois grandes grupos: os não paramétricos (simulações Históricas e simulações Monte Carlo) e os paramétricos, baseadas na ...
openaire +3 more sources
Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Central nervous system (CNS) involvement in childhood acute lymphoblastic leukemia (ALL) is assessed by cell counting and cytomorphology from cerebrospinal fluid (CSF) and is used for treatment stratification worldwide. The ratio of “CNS2” patients in clinical trials ranges from 3% to 40%, with unclear prognostic significance ...
Laura Almási +14 more
wiley +1 more source
Tecnura, 2014 This paper presents a financial risk assessment model for the electrical-energy-sale process trough long-term bilateral contracts. The volatility exhibited by spot prices of electricity in Colombia constitutes one of the aspects of big influence in ...
Mónica Sánchez +2 more
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