Results 51 to 60 of about 9,057 (304)
The Risk-Return Relationship Dynamics of Iran’s Stock Market: New Evidence Using GARCH-JUMP Model [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2016 The conventional literature suggests a positive relationship between the expected return and the conditional volatility, but according to the empirical evidence there is not a specific and constant relationship between them.
Saeed Rasekhi +2 more
doaj +1 more source
A Desirable Aspect in the Variance Premium in a Collective Risk Model
Studies of Applied Economics, 2020 This paper focuses on the study of the Collective and Bayes Premiums, under the Variance Premium Principle, in the classic Collective Risk Poisson-Exponential Model. A bivariate prior distribution is considered for both the parameter of the distribution of the number of claims and that of the distribution of the claim amount, assuming independence ...
Hernánde-Bastida, Agustín +2 more
openaire +4 more sources
Advanced Science, EarlyView.Canagliflozin treatment reshapes the gut microbiota in DKD and elevates levels of melibiose, a metabolite derived from Roseburia intestinalis. Melibiose directly binds to and enhances the enzymatic activity of glyoxalase 1, leading to decreased methylglyoxal accumulation.
Wei Zhang +32 more
wiley +1 more source
An extended Rayleigh Weibull model with actuarial measures and applications
HeliyonIn this article, we discuss a new extension of the Rayleigh-Weibull model using the Marshall-Olkin family of distributions. The proposed model is called the Marshall-Olkin-Rayleigh-Weibull (MORW) model.
Mohammed Elgarhy +2 more
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A New Class of Heavy-Tailed Distributions: Modeling and Simulating Actuarial Measures
Complexity, 2021 Statistical distributions play a prominent role for modeling data in applied fields, particularly in actuarial, financial sciences, and risk management fields.
Jin Zhao +4 more
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Advanced Dental Composite Technology via Bisilanized Dual‐Action Nanofillers for Biofilm Control
Advanced Science, EarlyView.A multimodal research strategy has led to the development of an innovative resin‐based composite (RBC) with dual antibacterial action. The S_CM‐RBC formula showed strong antibiofilm activity, excellent mechanical strength, and biosafety. It effectively controlled oral bacteria in prevention of caries recurrence, and maintained pulp health in a rat ...
Chenmin Yao +11 more
wiley +1 more source
Variance Risk Premiums of Commodity ETFs
Journal of Futures Markets, 2016 AbstractWe propose a model‐independent method to account for the early exercise premiums in American options on non‐dividend paying stocks. We find that our estimates of early exercise premium are generally larger than the estimates by existing methods.
TEE, Chyng Wen, TING, Christopher H. A.
openaire +3 more sources
Hydrothermal Humification of Biomass for Circular Carbon Management in Sustainable Agro‐Ecosystems
Advanced Science, EarlyView.This article provides a comprehensive overview of biomass hydrothermal humification for building sustainable agro‐ecosystems. It examines the chemical transformation mechanisms and the functional benefits of the produced humic acids in soil remediation.
Ziyun Liu +4 more
wiley +1 more source
Variance-of-variance risk premium
, 2018 This article explores the premium for bearing the variance risk of the VIX index, called the variance-of-variance risk premium. I find that during the sample period from 2006 until 2014 trading strategies exploiting the difference between the implied and
Andreas Kaeck (4464625)
core +1 more source
Investor’s portfolio decision: perspective of parameter uncertainty
Systems Science & Control Engineering, 2020 During the process of portfolio decision, the investor usually assumes that the distribution of asset return is known in order to identify the optimal investment strategy.
Bei Tu, Chaolin He
doaj +1 more source