Value-at-Risk (VaR) is one of the most widely accepted risk measures in the financial and insurance industries, yet efficient optimization of VaR remains a very difficult problem. We propose a computationally tractable approximation method for minimizing the VaR of a portfolio based on robust optimization techniques. The method results in the optimization of a modified VaR measure, Asymmetry-Ro...

UNLABELLED PREMISE OF THE STUDY The exploitation of Labisia pumila for commercial demand is gradually increasing. It is therefore important that conservation is prioritized to ensure sustainable utilization. We developed microsatellites for L. pumila var. alata and evaluated their polymorphism across var. alata, var. pumila, and var. lanceolata. • METHODS AND RESULTS Ten polymorphic micros...

systemic risk is the risk of collapse in the financial system. due to the financial crisis that hit the world economy in 2008, the study of systemic risk in the banking sector became more attractive for researchers. in this research we study systemic risk in the iranian banking sector by using a famous systemic risk measure, the ∆covar. to compute the measure, we employ dynamic conditional corr...

Sürdürülebilir kalkınma hedefi çerçevesinde ülkeler çevresel kaliteyi iyileştirmek amacıyla duyarlılığı geliştirecek uygulamalara yönelmektedirler. Bu çalışmada yüksek gelirli ülkelerde kirliliği artırarak kötüleştiren karbon emisyonu ve ekonomik büyüme, yenilenebilir enerji tüketimi, cinsiyete göre eğitim düzeyi, doğrudan yabancı sermaye yatırımları arasındaki ilişki panel VAR yöntemi ile araş...

Bireyin sahip olduğu bilgi, beceri veya yetkinlikleri anlamına gelen beşeri sermayenin niteliğinin artması hem sosyal gelişimi olumlu yönde etkilemekte de ekonominin gelişmesine önemli katkılarda bulunmaktadır. Öyle ki işgücünün donanım sahibi olması üretkenliği arttırarak olunan bilgi ve beceriler yoluyla ekonomiye büyük değerler katabilmektedir. Bu çalışmada, G-7 (ABD Almanya, Birleşik Krallı...

The phylogeny of 46 geographically diverse Histoplasma capsulatum isolates representing the three varieties capsulatum, duboisii, and farciminosum was evaluated using partial DNA sequences of four protein coding genes. Parsimony and distance analysis of the separate genes were generally congruent and analysis of the combined data identified six clades: (i) class 1 North American H. capsulatum v...

PfEMP1 are variant parasite antigens that are inserted on the surface of Plasmodium falciparum infected erythrocytes (IE). Through interactions with various host molecules, PfEMP1 mediate IE sequestration in tissues and play a key role in the pathology of severe malaria. PfEMP1 is encoded by a diverse multi-gene family called var. Previous studies have shown that that expression of specific sub...

Sixty-seven strains of the five described Salmonella serotypes having antigens 6,7:c:1,5, that is S. enterica serotype Choleraesuis sensu stricto, Choleraesuis var. Kunzendorf, Choleraesuis var. Decatur, Paratyphi C, and Typhisuis, were examined for 16S rrn profile ribotype, presence of IS200 and phenotypic characters, including rate of change of flagellar-antigen phase and nutritional characte...

Monoallelic expression of the var multigene family enables immune evasion of the malaria parasite Plasmodium falciparum in its human host. At a given time only a single member of the 60-member var gene family is expressed at a discrete perinuclear region called the 'var expression site'. However, the mechanism of var gene counting remains ill-defined. We hypothesize that activation factors asso...

Value at risk (VaR) is an important and widely used measure of the extent to which a given portfolio is subject to risk present in nancial markets. Considerable amount of research was dedicated during recent years to development of acceptable methods for evaluation of this risk measure. In this paper, we present a method of calculating the portfolio which gives the optimal VaR among those, whic...