Choosing a predictive risk model: a guide for commissioners in England
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Letter to Editor: Positive predictive value of diabetes mellitus risk assessment
Diabetes mellitus (DM) is an important public health challenge [1 ].Different studies predicted that the frequency of diabetic patients will be increased to 642 million throughout the world by 2040 [2]. A notable percentage of diabetic patients are not aware of their disease (approximately 30% in Iran) [3]. Lag in the diagnosis of DM raises the expense of controlling disease and makes the progn...
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This study aimed to present a model for portfolio risk premium assessment of companies listed in Tehran Stock Exchange. In order to achieve this purpose, monthly data of 150 companies listed in Tehran Stock Exchange during 2007-2017 was used. In this study, the predictive powers of FamaFrench three-factor model [11], Carhart four-factor model [1], Fama - French five-factor model [24], Brousseau...
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Credit risk management is becoming more and more important in recent years. When a company deals with a financial problem, it may not be able to fulfill its financial obligations, which can cause direct and indirect financial losses to shareholders, creditors, investors and other people in the community. Advanced credit risk models that are based on market value include improving credit quality...
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The problem of portfolio optimization has made many advances since Markowitz proposed an average-variance-based optimization. It can be said that the most important achievement of the Markowitz model was the introduction of variance as a risk indicator and indeed, the introduction of a quantitative benchmark into it. This research is a model for predicting value at risk. This model extends the ...
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