منابع مشابه
Granularity adjustment for risk measures: Systematic vs unsystematic risks
The granularity principle [Gordy (2003)] allows for closed form expressions of the risk measures of a large portfolio at order 1/n, where n is the portfolio size. The granularity principle yields a decomposition of such risk measures that highlights the different effects of systematic and unsystematic risks. This paper derives the granularity adjustment of the Value-at-Risk (VaR), the Expected ...
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BACKGROUND Laparoscopic myomectomy (LM) has some advantages over laparotomy; however, it is reputed to be technically difficult, and the risk of conversion to laparotomy might be an obstacle in using this procedure. The aim of this study was to identify the pre-operative factors affecting the risk of conversion to an open procedure (either laparoscopic assisted myomectomy or laparotomy), and to...
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Background and Objective: Hearing loss as a sensory disorder is among the most common developmental disorders. Based on the universal neonatal screening results, the incidence of hearing deficit is 1–3 per 1000 live births in the well-baby nursery population and 2–4 in 100 newborns in the intensive care community. The aim of this study was to highlight the main risk factors for hearing loss bas...
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Two-stage selection procedures have been widely studied and applied in determining the required sample size (i.e., the number of replications or batches) for selecting the best of k designs. The Enhanced Two-Stage Selection (ETSS) procedure is a heuristic two-stage selection procedure that takes into account not only the variance of samples, but also the difference of sample means when determin...
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ژورنال
عنوان ژورنال: Journal of Applied Econometrics
سال: 1986
ISSN: 0883-7252,1099-1255
DOI: 10.1002/jae.3950010403