Results 71 to 80 of about 416,556 (302)

Extreme Value Theory and Gold Price Extremes, 1975–2025: Long-Term Evidence on Value-at-Risk and Expected Shortfall

Commodities
We analyze extreme gold price movements between 1975 and 2025 using Extreme Value Theory (EVT). Using both the Block-Maxima and Peaks-over-Threshold approaches on a daily return basis, we estimate Value-at-Risk (VaR) and Expected Shortfall (ES) for the ...
Michael Bloss, Dietmar Ernst, Leander Geisinger   +2 more
doaj   +1 more source

Estimasi Nilai VaR Dinamis Indeks Saham Menggunakan Peak-Over Threshold dan Block Maxima

Jurnal Matematika, 2012
Kejadian ekstrim pada bidang finansial pada periode 2008/2009  telah menyadarkan para praktisi maupun peneliti di bidang finansial untuk mengevaluasi kembali teknik-teknik pemodelan risiko finansial.
Komang Dharmawan
doaj   +1 more source

A High‐Sensitivity Circulating Nucleic Acid Sequencing Assay for Assessing Treatment Response to Alectinib in a Pediatric Patient With ALK‐Rearranged Non–Small Cell Lung Cancer

Pediatric Blood &Cancer, EarlyView.
Alberto D. Guerra, Nicholas F. Evageliou, Vandana Batra, Kristen L. Dalton, Stephanie Ortel, Usman Ashraf, Tricia R. Bhatti, Lisa J. States, Lea F. Surrey, Theodore W. Laetsch   +9 more
wiley   +1 more source

Inpatient Food Insecurity and Pediatric Hematology Oncology Hospitalization Outcomes

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Children with cancer and blood disorders are at risk for food insecurity (FI). We aimed to describe the association of inpatient food insecurity (IFI) and hospitalization outcomes among patients admitted to the pediatric hematology oncology service. Of 325 caregivers screened for IFI, 60 (18.6%) screened positive.
Joanna M. Robles, Greg Russell, Leila H. DeWitt, Kimberly Montez, Callie L. Brown   +4 more
wiley   +1 more source

Sensitivity Analysis of Values at Risk [PDF]

The aim of this paper is to analyze the sensitivity of Value at Risk (VaR) with respect to portfolio allocation. We derive analytical expressions for the first and second derivatives of the Value at Risk, and explain how they can be used to simplify ...
Gouriéroux, Christian, Laurent, J.P., Scaillet, Olivier   +2 more
core  

Intraoperative Collection of Ascitic Fluid With Intra‐ or Postoperative Reinfusion in Ovarian Cancer: Safety and Feasibility of a Roller Pumping Method

Therapeutic Apheresis and Dialysis, EarlyView.
ABSTRACT Introduction Patients with ovarian cancer often present with massive ascites, leading to significant protein loss during surgical procedures. Although cell‐free concentrated ascites reinfusion therapy (CART) is used in palliative settings to mitigate protein loss, its application in intraoperative settings remains unexplored.
Yutaka Yoneoka, Tsukuru Amano, Akimasa Takahashi, Mari Deguchi, Hiroyuki Yamanaka, Yuji Tanaka, Shunichiro Tsuji, Takashi Murakami   +7 more
wiley   +1 more source

Deposit Mudarabah Investment Risk Analysis Method Value at Risk (VaR)

International Journal of Economics, Business and Accounting Research (IJEBAR), 2020
Abstract The purpose of this study is to understand the risk and return on net return on mudharabah deposits in Islamic banks using the Value at Risk (VaR) approach. The objects in this study are quarterly financial statements of Bank Syariah Mandiri, Bank BRI Syariah, and Muamalat Bank for three years, 2015-2017. The VaR analysis results ...
openaire   +2 more sources

Upacicalcet: A Novel Intravenous Calcimimetic Agent for Patients Undergoing Hemodialysis With Secondary Hyperparathyroidism

Therapeutic Apheresis and Dialysis, EarlyView.
ABSTRACT Secondary hyperparathyroidism (SHPT) is a common complication in patients receiving maintenance dialysis, driven by calcium and phosphate metabolism disturbances. Calcimimetics are central to the management of SHPT by enhancing calcium‐sensing receptor sensitivity and reducing parathyroid hormone secretion.
Fumihiko Koiwa, Daisuke Honda, Seigo Akari, Tadao Akizawa   +3 more
wiley   +1 more source

PENGUKURAN VALUE AT RISK PADA ASET TUNGGAL DAN PORTOFOLIO DENGAN SIMULASI MONTE CARLO

Media Statistika, 2009
Value at Risk (VaR) is the established standard for measuring market risk. VaR measures the worst expected loss under normal market conditions over a specific time interval at a given confidence level. A VaR statistic has three components: a time period,
Di Asih I Maruddani, Ari Purbowati
doaj   +1 more source