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
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Skeletal Muscle Gauge and Complementary Pan-Immune-Inflammation Value for Risk Stratification of 30-Day Major Complications After Colorectal Cancer Surgery. [PDF]
BiomedicinesKiss BI +11 more
europepmc +1 more source
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint. [PDF]
Comput Manag Sci, 2023 Staino A +3 more
europepmc +1 more source
Molecular Oncology, EarlyView.Isocitrate dehydrogenase 1 (IDH1) mutations are highly recurrent in multiple human cancer types, including cholangiocarcinoma and glioma. IDH1 R132C is the most common IDH1 mutation in cholangiocarcinoma and likely arises from APOBEC3A‐ or APOBEC3B‐mediated deamination.
Kelly E. Butler +3 more
wiley +1 more source
Value at Risk (VaR): Definition, Applications and Limits
openQuesta tesi di propone di esaminare l'origine e l'utilizzo del Value at Risk nella gestione del rischio finanziario, analizzando i punti di forza e debolezza.
PRETO, GIACOMO
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ASSESSMENT OF MARKET RISK IN HOG PRODUCTION USING VALUE-AT-RISK AND EXTREME VALUE THEORY [PDF]
The objective of this paper is to investigate the performance of different VaR models in the context of risk assessment in hog production. Potential pitfalls of traditional VaR models are pinpointed and proposals to solve them are analyzed. After a brief
Odening, Martin, Hinrichs, Jan
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The predictive value of risk assessment models for venous thromboembolism on gynaecological cancer patients. [PDF]
J Coll Med S AfrRatshabedi PK, Chikandiwa A, Mbodi L.
europepmc +1 more source
Dependent conditional value-at-risk for aggregate risk models. [PDF]
Heliyon, 2021 Josaphat BP, Syuhada K.
europepmc +1 more source
FEBS Open Bio, EarlyView.Time‐resolved X‐ray solution scattering captures how proteins change shape in real time under near‐native conditions. This article presents a practical workflow for light‐triggered TR‐XSS experiments, from data collection to structural refinement. Using a calcium‐transporting membrane protein as an example, the approach can be broadly applied to study ...
Fatemeh Sabzian‐Molaei +3 more
wiley +1 more source
Scenario Based Principal Component Value-at-Risk: an Application to Italian Banks' Interest Rate Risk Exposure [PDF]
The paper develops a Value-at-Risk methodology to assess Italian banksÂ’ interest rate risk exposure. By using 5 years of daily data, the exposure is evaluated through a Principal Component VaR based on Monte Carlo simulation according to two different ...
Simonetta Iannotti, Roberta Fiori
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