Agricultural Applications of Value-at-Risk Analysis: A Perspective [PDF]
Value-at-Risk (VaR) determines the probability of a portfolio of assets losing a certain amount in a given time period due to adverse market conditions with a particular level of confidence.
Mark R. Manfredo, Raymond M. Leuthold
core
Microbiome‐blood–brain barrier interactions in aging — mechanisms and therapeutic potential
FEBS Letters, EarlyView.Aging reshapes the gut microbiome (↓SCFA‐producing commensals; ↑pro‐inflammatory outputs), shifting circulating metabolites (↓SCFAs; ↑LPS, ↑TMAO, ↑PAA) that act at the BBB to increase nonspecific transcytosis, alter transport, and promote astrocyte reactivity, heightening brain vulnerability.
Daniel Cuervo‐Zanatta +3 more
wiley +1 more source
Forex Risk: Measurement and Evaluation using Value-at-Risk [PDF]
Over the past decade the growth of trading activity in financial markets, numerous instances of financial instability, and a number of widely publicised losses on banks' trading books have resulted in a re-analysis of the risks faced, and how they are ...
Hyde, Stuart, Bredin, Don
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An epithelial GPR35 isoform supports tumor‐associated transcriptional and metabolic phenotypes
FEBS Letters, EarlyView.GPR35 generates two functionally distinct isoforms with previously unresolved roles. GPR35‐short mediates immune‐cell chemotaxis, while GPR35‐long is enriched in colorectal cancer epithelium, where it supports increased metabolism, proliferation, and tumor‐associated transcriptional programs.
Jørgen D. Rønneberg +14 more
wiley +1 more source
Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology [PDF]
Stylized facts on financial time series data are the volatility of returns that follow non-normal conditions such as leverage effects and heavier tails leading returns to have heavier magnitudes of extreme losses.
Cayton, Peter Julian A., Mapa, Dennis S.
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Risk management in investment funds – methods and effectiveness in 2007-2024
Nowoczesne Systemy ZarządzaniaResearch objectives and hypothesis/research questions The study aims to determine the impact of risk management on the long-term quality of funds and to identify the role of technological innovations in this process.
Karol Nowicki
doaj +1 more source
THE STEERING TOOL OF FINANCIAL INSTITUTIONS: CREDIT VAR (VALUE AT RISK) [PDF]
Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie, 2015 In order to determine the economic capital, in terms of internal management or of application of regulations, financial institutions need to model the probability of future losses on a loan portfolio.
BĂRBULESCU MARINELA +2 more
doaj
Structure‐forward targeting of claudins with synthetic binders
FEBS Letters, EarlyView.Claudins form the paracellular barriers between epithelial and endothelial tissues at tight junctions and are targets for molecular binders with the goal of modulating barrier permeability. Claudin‐binding molecules are relevant in drug delivery or in altering claudin interactions with disease‐causing proteins.
Alex J. Vecchio
wiley +1 more source
Are realized volatility models good candidates for alternative Value at Risk prediction strategies? [PDF]
In this paper, we assess the Value at Risk (VaR) prediction accuracy and efficiency of six ARCH-type models, six realized volatility models and two GARCH models augmented with realized volatility regressors.
Refenes, Apostolos P. +2 more
core
Risk Analysis for Sustainability of Oil Palm Smallholdings
Jurnal Manajemen & Agribisnis, 2019 Oil palm plantation is well known as a profitable business. In general, oil palm smallholders have a higher income than farmers of other commodities. However, most smallholdings have land sizes that do not reach the economic scale. Together with the lack
Diana Chalil, Riantri Barus
doaj +1 more source