Results 81 to 90 of about 44,402,255 (304)

Forex Risk: Measurement and Evaluation using Value-at-Risk [PDF]

Over the past decade the growth of trading activity in financial markets, numerous instances of financial instability, and a number of widely publicised losses on banks' trading books have resulted in a re-analysis of the risks faced, and how they are ...
Hyde, Stuart, Bredin, Don
core  

An epithelial GPR35 isoform supports tumor‐associated transcriptional and metabolic phenotypes

FEBS Letters, EarlyView.
GPR35 generates two functionally distinct isoforms with previously unresolved roles. GPR35‐short mediates immune‐cell chemotaxis, while GPR35‐long is enriched in colorectal cancer epithelium, where it supports increased metabolism, proliferation, and tumor‐associated transcriptional programs.
Jørgen D. Rønneberg, Martine Hjeltnes, Josephine Krieger, Joshua E. Elias, Maria Stensland, Kristian Holm, Xiaojun Jiang, Chuki Khangsar, Tuula A. Nyman, Arthur Kaser, Johannes R. Hov, Tom H. Karlsen, Nicole C. Kaneider, Frode L. Jahnsen, Georg Schneditz   +14 more
wiley   +1 more source

Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology [PDF]

Stylized facts on financial time series data are the volatility of returns that follow non-normal conditions such as leverage effects and heavier tails leading returns to have heavier magnitudes of extreme losses.
Cayton, Peter Julian A., Mapa, Dennis S.
core  

THE STEERING TOOL OF FINANCIAL INSTITUTIONS: CREDIT VAR (VALUE AT RISK) [PDF]

Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie, 2015
In order to determine the economic capital, in terms of internal management or of application of regulations, financial institutions need to model the probability of future losses on a loan portfolio.
BĂRBULESCU MARINELA , HAGIU ALINA , VASILICĂ RADU   +2 more
doaj  

Structure‐forward targeting of claudins with synthetic binders

FEBS Letters, EarlyView.
Claudins form the paracellular barriers between epithelial and endothelial tissues at tight junctions and are targets for molecular binders with the goal of modulating barrier permeability. Claudin‐binding molecules are relevant in drug delivery or in altering claudin interactions with disease‐causing proteins.
Alex J. Vecchio
wiley   +1 more source

Are realized volatility models good candidates for alternative Value at Risk prediction strategies? [PDF]

In this paper, we assess the Value at Risk (VaR) prediction accuracy and efficiency of six ARCH-type models, six realized volatility models and two GARCH models augmented with realized volatility regressors.
Refenes, Apostolos P., Louzis, Dimitrios P., Xanthopoulos-Sisinis, Spyros   +2 more
core  

Risk management in investment funds – methods and effectiveness in 2007-2024

Nowoczesne Systemy Zarządzania
Research objectives and hypothesis/research questions The study aims to determine the impact of risk management on the long-term quality of funds and to identify the role of technological innovations in this process.
Karol Nowicki
doaj   +1 more source

Risk Analysis for Sustainability of Oil Palm Smallholdings

Jurnal Manajemen & Agribisnis, 2019
Oil palm plantation is well known as a profitable business. In general, oil palm smallholders have a higher income than farmers of other commodities. However, most smallholdings have land sizes that do not reach the economic scale. Together with the lack
Diana Chalil, Riantri Barus
doaj   +1 more source

Risk Comparison in Optimal Portfolios: A Study of Value at Risk (VaR) and Tail Value at Risk (TVaR)

Mathematical Journal of Modelling and Forecasting
Considering investment risk is something that investors must do before deciding to invest; measuring risk provides an opportunity for investors to get the desired return and minimize losses. This study compares Value at Risk (VaR) and Tail Value at Risk (TVaR) methodologies for measuring portfolio risk.
null Turnika Afdatul Rafni, null Dina Agustina   +1 more
openaire   +1 more source

Engineering peptides into antibodies—opportunities and strategies for therapeutic innovation

FEBS Letters, EarlyView.
Peptides and antibodies occupy complementary therapeutic niches. Peptides recognize difficult targets in a compact format, while antibodies add specificity, long half‐life, and effector functions. This review examines strategies that merge both modalities—peptide grafting into loops, terminal and Fc fusions, and bioconjugation—highlighting how ...
Jinling Wang, Ruslana Romaniuk, Hristo L. Svilenov   +2 more
wiley   +1 more source