This paper introduces a new tail-risk measure based on the risk-neutral excess expected shortfall of a cross-section of stock returns. We propose a novel way to risk neutralize the returns without relying on option price ...

This paper proposes a new novel to calculate tail risks incorporating risk-neutral information without dependence on options data. Proceeding via a non parametric approach we derive a stochastic discount factor that correctly ...

The discussions focus on different aspects of the paper and are quite complementary. Dobrev and Schaumburg look closely at our implementation choices and analyse the sensitivity of the measure to these choices. Camponovo, ...

Background: Global risk calculation is considered the best tool for community approach of comprehensive cardiovascular (CV) primary prevention, aiding in the establishment of health priorities. One of the first predictive ...

Recent studies predict disease risk using different proxies, such as pathogen prevalence in hosts, abundance of the main hosts, and the number of reported disease cases. These proxies are used to build risk maps that can ...

BACKGROUND: Short-term risk assessment tools for prediction of cardiovascular disease events are widely recommended in clinical practice and are used largely for single time-point estimations; however, persons with low ...

Background: Large-scale Parkinson's disease (PD) genome-wide association studies (GWAS) have, until recently, only been conducted on subjects with European-ancestry. Consequently, polygenic risk scores (PRS) constructed ...

Background: Little is known about the risk of progression to hazardous alcohol use in people currently drinking at safe limits. We aimed to develop a prediction model (predictAL) for the development of hazardous drinking ...