نتایج جستجو برای: systematic risk

تعداد نتایج: 1195773  

2012
Ohad Kadan Fang Liu Suying Liu

We rely on the Aumann-Shapley solution concept to offer a general measure of systematic risk, capturing the contribution of an asset to the risk of a portfolio. Our measure applies to a wide class of risk measures, potentially accounting for high distribution moments, rare disasters, and other risk attributes. In the special case where risk is measured using “variance,”our measure coincides wit...

Journal: :iranian journal of neurology 0
narjes hazar department of community medicine, school of medicine, tehran university of medical ‎sciences, tehran, iran leila seddigh department of community medicine, school of medicine, tehran university of medical ‎sciences, tehran, iran zahra rampisheh department of community medicine, school of medicine, iran university of medical sciences, tehran, iran‎ marzieh nojomi department of community medicine, school of medicine, preventive medicine and public health research center, iran university of ‎medical sciences, tehran, iran

background: alzheimer’s disease (ad) is the most common type of dementia. demonstrating the modifiable risk factors of ad can help to plan for prevention of this disease. the aim of the current review was to characterize modifiable cardiovascular risk factors of ad using existing data and determine their contribution in ad development in iran and the world. methods: the systematic search was do...

Background: The models or guidelines that make it possible for pregnant mothers to diagnose high-risk pregnancy signs and symptoms are not clearly stated. This systematic review was conducted to answer the question: what models/guidelines have contributed to women’s knowledge/performance regarding the detection of high-risk pregnancy?   Method: This systematic review uses the Preferred Reporti...

Journal: :American Economic Journal: Microeconomics 2016

Journal: :Journal of International Money and Finance 2005

Journal: :فصلنامه مدلسازی ریسک و مهندسی مالی 0
سید فرهنگ حسینی دانشجوی دکتری مالی، دانشگاه تهران، تهران، ایران سیده فاطمه مصطفوی دانشجوی کارشناسی ارشد مدیریت مالی، مؤسسة غیر انتفاعی ارشاد دماوند، تهران، ایران

the current study aims to examine the relationship between size, revenue diversity, and their interactive effects on systemic risk in private banking. the systemic risk can be measured bases on the marginal expected shortfall (mes). the mes is the average return on bank stocks on days when the return in the banking industry falls below the value at risk (var). the analysis of combined data from...

امید فرجی فاطمه علی‌نیافیروزجاه نرگس سرلک,

امروزه با توجه به اهمیت وجه ‌نقد در تداوم فعالیت شرکت و تأثیر خاص مسئله نمایندگی بر سهامداران، شرکت‌ها توجه ویژه‌ای بر عوامل مؤثر بر نگهداشت وجه نقد دارند. مسئولیت‌پذیری اجتماعی و ریسک سیستماتیک را می‌توان از جمله این عوامل دانست. در این پژوهش رابطه مسئولیت‌پذیری اجتماعی و نگهداشت وجه نقد از طریق واسطه‌گری ریسک سیستماتیک مورد بررسی قرار گرفته است؛بنابراین با استفاده از داده‌هایترکیبی، به بررسی1...

Journal: :international journal of industrial engineering and productional research- 0
yahia zare mehrjerdi yazd university ehsan haqiqat

abstract project management in construction industry, in many cases, is imperfect with respect to the integration of occupational health and safety (ohs) risks. this imperfection exhibits itself as complications affecting the riskiness of industrial procedures and is illustrated usually by poor awareness of ohs within project teams. difficulties on ohs regularly came about in the construction i...

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...

Background: Recent studies indicate an increased incidence of pertussis disease in recent years. The aim of this study was to evaluate the efficacy of the acellular vaccine for children (as a replacement of current whole cell vaccine in the Expanded Program on Immunization) and for high-risk adults in Iran through updating current best available evidence.   Methods: We performed a syste...

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