Results 61 to 70 of about 248,583 (305)
Comparative Analyses of Expected Shortfall and Value-at-Risk (3): Their Validity under Market Stress [PDF]
In this paper, we compare value-at-risk (VaR) and expected shortfall under market stress. Assuming that the multivariate extreme value distribution represents asset returns under market stress, we simulate asset returns with this distribution. With these
Yamai, Yasuhiro, Yoshiba, Toshinao
core
Therapeutic Apheresis and Dialysis, EarlyView.ABSTRACT Background Chronic limb‐threatening ischemia (CLTI) is a severe form of lower‐extremity artery disease characterized by distal lesions and microcirculatory impairment, limiting revascularization efficacy. Rheocarna is a direct hemoperfusion low‐density lipoprotein (LDL) adsorption device with potential rheological and anti‐inflammatory ...
Kunihiro Ishioka +12 more
wiley +1 more source
VALUE-AT-RISK (VaR) FOR LQ – 45 COMPANIES
Journal of Applied Finance & Accounting, 2011 This paper offers a new measurement of risk, Value-at-Risk (VaR) for LQ-45 index in Indonesian Stock Exchange (ISX). Basic finance uses standard deviation in measuring and quantifying the risks. This paper uses VaR as a risk measure by using historical and analytical methods.
openaire +2 more sources
Measuring financial risk : comparison of alternative procedures to estimate VaR and ES [PDF]
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).
Esther Ruiz, Maria Rosa Nieto
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Therapeutic Apheresis and Dialysis, EarlyView.ABSTRACT Introduction Patients requiring long‐term continuous renal replacement therapy (CRRT) generally have poor prognoses. This study evaluated whether adding continuous intravenous sodium infusion (cIVNa) is associated with improved hemodynamics and outcomes in patients undergoing long‐term CRRT for ≥ 7 days.
Akinori Yamaguchi +6 more
wiley +1 more source
Organoids in pediatric cancer research
FEBS Letters, EarlyView.Organoid technology has revolutionized cancer research, yet its application in pediatric oncology remains limited. Recent advances have enabled the development of pediatric tumor organoids, offering new insights into disease biology, treatment response, and interactions with the tumor microenvironment.
Carla Ríos Arceo, Jarno Drost
wiley +1 more source
PENGUKURAN VALUE AT RISK PADA ASET TUNGGAL DAN PORTOFOLIO DENGAN SIMULASI MONTE CARLO
Media Statistika, 2009 Value at Risk (VaR) is the established standard for measuring market risk. VaR measures the worst expected loss under normal market conditions over a specific time interval at a given confidence level. A VaR statistic has three components: a time period,
Di Asih I Maruddani, Ari Purbowati
doaj +1 more source
Risk Measurement-Value at Risk (VaR) Versus Conditional Value at Risk (CVaR): A Teaching Note
Journal of Accounting and Finance, 2018 Financial history has demonstrated that desirable and undesirable outcomes are always possible. Participants in the industry have made substantial progress in quantifying and mitigating many sources of risks. One more recent indicator is value at risk (VaR). However, this technique remains controversial, despite being an industry standard.
Cao Minh Duc +2 more
openaire +2 more sources
Value at risk models in finance [PDF]
The main objective of this paper is to survey and evaluate the performance of the most popular univariate VaR methodologies, paying particular attention to their underlying assumptions and to their logical flaws.
Manganelli, Simone, Engle, Robert F.
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Reciprocal control of viral infection and phosphoinositide dynamics
FEBS Letters, EarlyView.Phosphoinositides, although scarce, regulate key cellular processes, including membrane dynamics and signaling. Viruses exploit these lipids to support their entry, replication, assembly, and egress. The central role of phosphoinositides in infection highlights phosphoinositide metabolism as a promising antiviral target.
Marie Déborah Bancilhon, Bruno Mesmin
wiley +1 more source