Results 51 to 60 of about 8,248,666 (375)

Value at Risk (VaR)

Mercados y Negocios, 2022
The technique (VaR) is a statistical measure of the risk. It is associated with financial risks related to the high volatility in prices, interest rates, or exchange rates.
Juan Gaytán Cortés
doaj   +1 more source

Pengukuran Value at Risk Menggunakan Prosedur Volatility Updating Hull and White Berdasarkan Exponentially Weighted Moving Average (Ewma) (Studi Kasus Pada Portofolio Dua Saham) [PDF]

, 2013
Investment is an effort to get profits for individual or institution. But the investment policy is always faced with market risk as the effect of financial instruments movement such as stock price movements.
Hoyyi, A. (Abdul), Putri, N. A. (Nurissalma), Safitri, D. (Diah)   +2 more
core  

Survival for Children Diagnosed With Wilms Tumour (2012–2022) Registered in the UK and Ireland Improving Population Outcomes for Renal Tumours of Childhood (IMPORT) Study

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Background The Improving Population Outcomes for Renal Tumours of childhood (IMPORT) is a prospective clinical observational study capturing detailed demographic and outcome data on children and young people diagnosed with renal tumours in the United Kingdom and the Republic of Ireland.
Naomi Ssenyonga, Angela Lopez‐Cortes, Reem Al‐Saadi, Suzanne Tugnait, Kristina Dzhuma, Catriona Duncan, Gordan Vujanic, Tanzina Chowdhury, Claudia Allemani, Michel P. Coleman, Kathy Pritchard‐Jones, the Children's Cancer and Leukaemia Group (CCLG) Renal Tumour Special Interest Group, Hugh Bishop, Anthony McCarthy, Pamela Kearns, Helen Rees, Amos Burke, Meriel Jenney, Jane Pears, Hamish Wallace, Milind Ronghe, Tanzina Chowdhury, Susan Picton, Emma Ross, Lisa Howell, Bernadette Brennan, Gail Halliday, Richard Grundy, Shaun Wilson, Sucheta Vaidya, Daniel Yeomanson, Jessica Bate, Vesna Pavasovic, Jessica Bate, Sabine Irtan, Jesper Brok, Minou Oostveen, Kristina Dzhuma, Mark Weeks, Richard Williams, Mark Powis, Max Pachl, Bruce Okoye, Naima Smeulders, Gordan Vujanic, Oystein Olsen, Tom Watson, Susan Shelmerdine, Dan Saunders, Angela Lopez-Cortes, Taryn Treger, Tom Jackson, Suzanne Tugnait, Lisa Howell, Tanzina Chowdhury, Sam Behjati, Angela Polanco   +56 more
wiley   +1 more source

A Hybrid EGARCH–Informer Model with Consistent Risk Calibration for Volatility and CVaR Forecasting

Mathematics
This study proposes a hybrid EGARCH-Informer framework for forecasting volatility and calibrating tail risk in financial time series. The econometric layer (EGARCH) captures asymmetric and persistent volatility dynamics, while the attention layer ...
Ming Che Lee
doaj   +1 more source

Stereotactic Body Radiation Therapy for Pediatric, Adolescent, and Young Adult Patients With Osteosarcoma: Local Control Outcomes With Dosimetric Analysis

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Background/Objectives Osteosarcoma is a radioresistant tumor that may benefit from stereotactic body radiation therapy (SBRT) for locoregional control in metastatic/recurrent disease. We report institutional practice patterns, outcomes, toxicity, and failures in osteosarcoma patients treated with SBRT.
Jenna Kocsis, Shauna R. Campbell, Jonathan Jang, Eashwar Somasundaram, Chandana A. Reddy, Jacob G. Scott, Lilyana Angelov, Peter M. Anderson, Matteo Trucco, Zachary Burke, Lukas Nystrom, Nathan Mesko, Anthony Magnelli, Erin S. Murphy   +13 more
wiley   +1 more source

Duration and Labor Resource Optimization for Construction Projects—A Conditional-Value-at-Risk-Based Analysis

Buildings
The complexity and uncertainty of construction projects contribute to low efficiency in the construction industry. This research applied the Takt-time planning method to optimize the construction working process, and proposed a risk control framework ...
Fan Ding, Min Liu, Simon M. Hsiang, Peng Hu, Yuxiang Zhang, Kewang Jiang   +5 more
doaj   +1 more source

RISK OF INDONESIAN BANKS: AN APPLICATION OF HISTORICAL EXPECTED SHORTFALL METHOD

Buletin Ekonomi Moneter dan Perbankan, 2015
Asian and European crises were witnesses of banks’ vulnerable due to market risks. The Basel Committee requires an internal risk assessment applying Value at Risk (VaR).
Nevi Danila, Bunyamin Bunyamin, Siti Munfaqiroh   +2 more
doaj   +1 more source

Value-at-Risk

, 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

Lifestyle Behaviors and Cardiotoxic Treatment Risks in Adult Childhood Cancer Survivors

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Background Higher doses of anthracyclines and heart‐relevant radiotherapy increase cardiovascular disease (CVD) risk. This study assessed CVD and CVD risk factors among adult childhood cancer survivors (CCSs) across cardiotoxic treatment risk groups and examined associations between lifestyle behaviors and treatment risks.
Ruijie Li, Raquel Revuelta Iniesta, Alan R. Barker, Dimitris Vlachopoulos, Tomáš Sláma, Christina Schindera, Fabiën N. Belle   +6 more
wiley   +1 more source

Analisis Nilai Risiko (Value at Risk) Menggunakan Uji Kejadian Bernoulli (Bernoulli Coverage Test) (Studi Kasus Pada Indeks Harga Saham Gabungan) [PDF]

, 2014
Risk management is a systematic procedure to decrease the risk of an asset. Risk must be calculated in order to determine the best strategy in investing. Value at Risk (VaR) is a measure of risk that can be used.
Rusgiyono, A. (Agus), Sofwan, I. A. (Iwan), Suparti, S. (Suparti)   +2 more
core