Results 61 to 70 of about 47,086,790 (308)
Incorporating Event Risk into Value-at-Risk [PDF]
Event risk is the risk that a portfolio's value can be affected by large jumps in market prices. Event risk is synonymous with "fat tails" or "jump risk". Event risk is one component of "specific risk", defined by bank supervisors as the component of market risk not driven by market-wide shocks.
openaire +1 more source
ABSTRACT Purpose Next‐generation sequencing (NGS) has emerged as a promising approach to improve diagnostic accuracy, but its feasibility in low‐ and middle‐income countries remains unknown. This study characterized the diagnostic landscape and assessed organizational readiness for NGS implementation at two childhood cancer treatment centers in Accra ...
Melissa Carvalho +6 more
wiley +1 more source
ABSTRACT Introduction Physical rehabilitation is highly recognised in improving the quality of life of cancer survivors through prehabilitation, sequelae management and palliative care, yet its integration into routine care in Ghana has not been characterised, leading to potential gaps in service access.
Dorothy Ekua Adjabu +5 more
wiley +1 more source
This paper examines the market maturation hypothesis in cryptocurrency markets through a three-stage analysis of the evolution of tail risk in Bitcoin (BTC) and Ethereum (ETH).
Oksana Liashenko +2 more
doaj +1 more source
RISK OF INDONESIAN BANKS: AN APPLICATION OF HISTORICAL EXPECTED SHORTFALL METHOD
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 +2 more
doaj +1 more source
Exploring Entropy-Based Portfolio Strategies: Empirical Analysis and Cryptocurrency Impact
This study addresses market concentration among major corporations, highlighting the utility of relative entropy for understanding diversification strategies. It introduces entropic value at risk (EVaR) as a coherent risk measure, which is an upper bound
Nicolò Giunta +3 more
doaj +1 more source
Vector-valued multivariate conditional value-at-risk
In this study, we propose a new definition of multivariate conditional value-at-risk (MCVaR) as a set of vectors for discrete probability spaces. We explore the properties of the vector-valued MCVaR (VMCVaR) and show the advantages of VMCVaR over the existing definitions given for continuous random variables when adapted to the discrete case.
Merve Merakli, Simge Küçükyavuz
openaire +5 more sources
ABSTRACT Background Survivorship care plans (SCPs) summarize cancer treatment and guide risk‐based follow‐up for cancer survivors, yet remain difficult to create, share, and use. Stakeholder perspectives are needed to inform usable approaches.
Molly S. Talman +4 more
wiley +1 more source
ABSTRACT Background Therapeutic apheresis (TA) is an established treatment modality for hematologic, neurologic, and immunologic disorders, yet access remains severely limited in sub‐Saharan Africa. Donor apheresis, including platelet apheresis collection from healthy donors, represents an important complementary modality supporting blood product ...
Nosa Bazuaye +33 more
wiley +1 more source
ABSTRACT Introduction This study investigated the safety and efficacy of single‐needle Rheocarna therapy for chronic limb‐threatening ischemia (CLTI) with wounds. Methods Six patients with CLTI involving ulcers unresponsive to revascularization underwent single‐needle Rheocarna treatment.
Yasutaka Yamauchi +9 more
wiley +1 more source

