Results 41 to 50 of about 9,057 (304)

Index option returns and systemic equity risk

Journal of Finance and Data Science, 2018
In an environment characterized by stochastic variances and correlations, we demonstrate through construction of the equilibrium index option value from constituent components, that the generalized PDE identifies the stochastic elements differentially ...
Weiping Li, Tim Krehbiel
doaj   +1 more source

Tail Variance Premium with Applications for Elliptical Portfolio of Risks [PDF]

ASTIN Bulletin, 2006
In this paper we consider the important circumstances involved when risk managers are concerned with risks that exceed a certain threshold. Such conditions are well-known to insurance professionals, for instance in the context of policies involving deductibles and reinsurance contracts.
Furman, Edward, Landsman, Zinoviy
openaire   +2 more sources

Liquid biopsy‐based diagnostic evaluation of hypermethylated CpG sites for ovarian cancer diagnosis

Molecular Oncology, EarlyView.
This schematic outlines the workflow from biomarker identification to duplex MethyLight assay validation for epithelial ovarian cancer diagnosis using cfDNA‐based liquid biopsy. Initial screening of hypermethylated CpG candidates (cg02957270, cg10061138 cg00480298, COL2A1) was performed in tissue using ARMS‐PCR, COBRA, qPCR and image analysis. Selected
Deepa Bisht, Sameer Gupta, Amrita Chaurasia, Manisha Sachan   +3 more
wiley   +1 more source

Tissue‐Stimulator Platform for Electrically Stimulating Pancreatic β‐Cells for Long‐Term Functional Regulation

Advanced Functional Materials, EarlyView.
We present a tissue‐stimulator platform for seamless electrode integration with pancreatic tissue, applying uniform electrical stimulation through optimized design with biohybrid 3D printing. Advantageous effects of electrical stimulation on β‐cell function were observed, including enhanced calcium signaling, islet morphology, and maturation.
Jihwan Kim, Uijung Yong, Myungji Kim, Jaewook Kim, Yeonggwon Jo, In Kyong Shim, Song Cheol Kim, Jinah Jang   +7 more
wiley   +1 more source

Analysing assets’ performance inside a portfolio: From crossed beta to the net risk premium ratio

Cogent Economics & Finance, 2017
This paper is focused on enlarging the performance inside a portfolio that provides the Treynor ratio by relating portfolio weights with performance indicators.
Maria-Teresa Bosch-Badia, Joan Montllor-Serrats, Maria-Antonia Tarrazon-Rodon   +2 more
doaj   +1 more source

The intertemporal relationship between risk and return with dynamic conditional correlation and time -varying beta [PDF]

تحقیقات مالی, 2015
The current paper examines intertemporal capital asset pricing model in Iran’s Stock Market. Dynamic conditional correlation was used to estimate conditional variance and covariance portfolios with market returns. Time varying beta is estimated by Kalman
Hojjatollah Bagherzadeh, Ali Asghar Salem   +1 more
doaj   +1 more source

Nocturnal Intraocular Pressure Monitoring With a Soft Contact Lens Sensor for Glaucoma Management

Advanced Materials, EarlyView.
A soft contact lens sensor enables continuous, noninvasive monitoring of nocturnal intraocular pressure (IOP) under closed‐eye sleep conditions. By integrating a highly compliant inductive–capacitive circuit onto a commercial lens, the device achieves record sensitivity and stable performance.
Yumin Dai, Tristan Michael Long, Oluwabunmi T. Oladele, Youngoh Lee, Feiyang Li, Ziheng Wang, Yeonji Oh, Junsang Lee, Taewoong Park, Tianhao Yu, Seokkyoon Hong, Kyeonghee Lim, Jinheon Jeong, Dawn Meyer Schneider, Hyerim Ra, Bryan W. Boudouris, Gillian C. Shaw, Shin Ae Park, Pete S. Kollbaum, Chi Hwan Lee   +19 more
wiley   +1 more source

Alternative Measures of Risk in Commodity Supply Models: An Analysis of Sow Farrowing Decisions in the United States

Journal of Agricultural and Resource Economics, 1992
The role of price risk in sow farrowings is investigated by using bivariate ARCH-M and GARCH-M models and a nonparametric kernel estimator. To account for the relevant time horizon of irreversible supply decisions, predictions for mean price and ...
Matthew T. Holt, GianCarlo Moschini
doaj   +1 more source

Design and Modeling of a High‐Displacement, Skin‐Integrated Flexible Electromagnetic Actuator for Haptic Interfaces in Virtual Reality

Advanced Robotics Research, EarlyView.
A flexible, skin‐integrated electromagnetic actuator is developed for wearable virtual/augmented reality (VR/AR) haptic systems. A tunable design model enables control over displacement and resonance frequency. The system is validated through a custom VR application with a 6 × 4 actuator array, demonstrating real‐time, spatially targeted tactile ...
Naji Tarabay, Alexandra Zhang Jiang, Ziteng Liu, Rachel Villamor, Derek Cha, Ananya Renuka Balakrishna, Tianshu Liu, Priyanshu Agarwal, Rainer Dömer, Camilo Velez   +9 more
wiley   +1 more source

Crop Insurance Participation Rates and Asymmetric Effects on U.S. Corn and Soybean Yield Risk

Journal of Agricultural and Resource Economics, 2020
Crop insurance and its related components, such as premium subsidies, have impacts on farm management decisions, production practices, and output.
Lawson Connor, Ani L. Katchova
doaj   +1 more source