نتایج جستجو برای: quantitative risk allocation
تعداد نتایج: 1310244 فیلتر نتایج به سال:
We have analyzed two Arabidopsis strains differing in the mean seed size and seed number they produced. The accession Cape Verde Islands (Cvi) yielded on average about 40% fewer seeds than the laboratory strain Landsberg erecta (Ler), but Cvi seeds were almost twice as heavy. Maternal and nonmaternal genetic factors were involved in the seed size variation, and interactions between both types o...
Sequential and monocarpic senescence are observed at vegetative and reproductive stages, respectively. Both facilitate nitrogen (N) remobilization and control the duration of carbon (C) fixation. Genetic and environmental factors control N and C resource allocation to seeds. Studies of natural variation in Arabidopsis thaliana revealed differences between accessions for leaf senescence phenotyp...
An investigation of the limiting behavior of a risk capital allocation rule based on the Conditional Tail Expectation (CTE) risk measure is carried out. More specifically, with the help of general notions of Extreme Value Theory (EVT), the aforementioned risk capital allocation is shown to be asymptotically proportional to the corresponding Value-at-Risk (VaR) risk measure. The existing methodo...
STUDY OBJECTIVES To determine the validity of physical and mental unhealthy days as summary measures for county health status and to forward a method for examining county level health trends using a single year of data from the Behavioral Risk Factor Surveillance System (BRFSS). DESIGN The study analysed geographical variation in physical and mental unhealthy days at the state and county leve...
Protecting enterprise networks requires continuous risk assessment that automatically identifies and prioritizes cybersecurity risks, enables efficient allocation of cybersecurity resources, and enhances protection against modern cyberthreats. Lincoln Laboratory developed a foundational network security maturity model to guide development of such risk assessments and has developed practical ris...
We provide a new characterization of mean-variance hedging strategies in a general semimartingale market. The key point is the introduction of a new probability measure P ⋆ which turns the dynamic asset allocation problem into a myopic one. The minimal martingale measure relative to P ⋆ coincides with the variance-optimal martin-gale measure relative to the original probability measure P .
Some retail payment systems can be modelled as two-sided markets, where a payment system facilitates money exchanges between consumers on one side and merchants on the other. The system sets rules and standards, to ensure usage and acceptance of its payment instruments by consumers and merchants respectively. Some retail payment systems exhibit indirect network externalities, which is one of th...
This paper constructs a recursive utility version of a canonical Merton (1971) model with uninsurable labor income and unknown income growth to study how the interaction between two types of uncertainty due to ignorance affects strategic consumption-portfolio rules and precautionary savings. Specifically, after solving the model explicitly, we theoretically and quantitatively explore (i) how th...
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