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 ...

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 ...

Thinly traded securities exist in both emerging and well developed markets. However, plausible estimations of market risk measures for portfolios with infrequently traded securities have not been explored in the literature. ...

© 2019, © 2019 Taylor & Francis Group, LLC.The environment is a complex system where humans, materials (e.g. pollutants), and ecological (e.g. plants, animals, microbes) and meteorological conditions interact with each ...

A five-stage procedure is presented to carry out a pest risk analysis, and the role of the Agricultural Health Program of the Inter-American Institute for Cooperation on Agriculture (IICA) in the development and implementation ...