Results 81 to 90 of about 7,457,774 (289)

Hedging Conditional Value at Risk with Options [PDF]

, 2015
We present a method of hedging Conditional Value at Risk of a position in stock using put options. The result leads to a linear programming problem that can be solved to optimise risk hedging.Comment: 10 pages, 0 ...
Capiński, Maciej J.
core   +1 more source

Treatment Decision‐Making Roles and Preferences Among Adolescents and Young Adults With Cancer

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Background Decision‐making (DM) dynamics between adolescents and young adults (AYAs) with cancer, parents, and oncologists remain underexplored in diverse populations. We examined cancer treatment DM preferences among an ethnically and socioeconomically diverse group of AYAs and their parents.
Amanda M. Gutierrez, Jill O. Robinson, Wendy A. Allen‐Rhoades, Hadley S. Smith, Isabel Canfield, Rebecca L. Hsu, Sarah R. Scollon, Lauren R. Desrosiers‐Battu, Nicole M. Schneider, Frank Y. Lin, Donald Williams Parsons, Sharon E. Plon, Mary A. Majumder, Janet Malek, Amy L. McGuire   +14 more
wiley   +1 more source

Nested MC-Based Risk Measurement of Complex Portfolios: Acceleration and Energy Efficiency

Risks, 2016
Risk analysis and management currently have a strong presence in financial institutions, where high performance and energy efficiency are key requirements for acceleration systems, especially when it comes to intraday analysis.
Sascha Desmettre, Ralf Korn, Javier Alejandro Varela, Norbert Wehn   +3 more
doaj   +1 more source

Parent Quality of Life at Two Years Following Their Child's Completion of Acute Lymphoblastic Leukemia Treatment

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Background Parents of children treated for acute lymphoblastic leukemia (ALL) often experience significant caregiver burden and disruption to their well‐being. While parent quality of life (QoL) during treatment is well characterized, little is known about outcomes during early survivorship.
Sara Dal Pra, Maria McCarthy, Michael Takagi, Cinzia De Luca   +3 more
wiley   +1 more source

Comparison of Electricity Spot Price Modelling and Risk Management Applications

Energies, 2020
In dealing with sharp changes in electricity prices, contract planning is considered as a vital risk management tool for stakeholders in deregulated power markets.
Ethem Çanakoğlu, Esra Adıyeke
doaj   +1 more source

A PRSZT Registry Analysis of Prognostic Factors Influencing Survival and Relapse Rates After Second Allogeneic Hematopoietic Stem Cell Transplantation in Pediatric Acute Lymphoblastic Leukemia

Pediatric Blood &Cancer, EarlyView.
ABSTRACT A second allogeneic (allo‐)hematopoietic stem cell transplantation (HSCT2) is a potential curative option for pediatric patients with acute lymphoblastic leukemia (ALL) following relapse after first allogeneic transplantation (HSCT1), but its efficacy is limited by high relapse rates and transplant‐related toxicity in highly pretreated ...
Ava Momm, Imme Haubitz, Rita Beier, Martin Zimmermann, Andrej Lissat, Peter Bader, Matthias Eyrich, Jan‐Henning Klusmann, Matthias Wölfl, Paul‐Gerhardt Schlegel, Verena Wiegering   +10 more
wiley   +1 more source

Evaluation of the Utility of Baseline Echocardiogram in Patients With Standard Risk Precursor B‐Lymphoblastic Leukemia

Pediatric Blood &Cancer, EarlyView.
Abstract Background A routine baseline echocardiogram is often obtained prior to anthracycline administration in children with cancer. The utility of baseline echocardiogram is unclear in patients with standard risk B‐cell acute lymphoblastic leukemia (SR B‐ALL) as their anthracycline cumulative dose is low.
Ziyad Alrajhi, Alice Pozza, Luc Mertens, Adam Paul Yan, Sarah Alexander   +4 more
wiley   +1 more source

Retornos e riscos na comercialização de milho no Estado do Paraná: uma aplicação do modelo value-at-risk

Economia Aplicada, 2004
This paper aimed to evaluate risk and returns of marketing strategies adopted by farmers, cooperatives and grain elevators in the State of Paraná, Brazil, using data for the period 1994-2001.
Edison Luiz Leismann, Danilo R. D. Aguiar, João Eustáquio de Lima   +2 more
doaj  

Estimating Climate Risk Exposure in the U.S. Insurance Sector Using Factor Model and EVT

Mathematics
This study examines the exposure of the U.S. insurance sector to climate-related risks using a two-step approach combining factor modeling and Extreme Value Theory. The analysis first constructs a climate risk factor from transition-sensitive sectors and
Olanrewaju Oluwadamilare Olaniyan
doaj   +1 more source

Using Entropy to Forecast Bitcoin’s Daily Conditional Value at Risk

Proceedings, 2019
Conditional value at risk (CVaR), or expected shortfall, is a risk measure for investments according to Rockafellar and Uryasev. Yamai and Yoshiba define CVaR as the conditional expectation of loss given that the loss is beyond the value at risk (VaR ...
Hellinton H. Takada, Sylvio X. Azevedo, Julio M. Stern, Celma O. Ribeiro   +3 more
doaj   +1 more source