This work hopes to offer a guide to investment given our rational or fundamentalist expectations about financial assets, in order to ensure that the economic agents can invigorate their productive activities and/or ...

In their study, Badawi et al. conducted a systematic review of the available literature to determine the risk of tuberculosis at different body weights. This study tries to summarize the growing body of evidence that relates ...

Background: Understanding the magnitude of cancer burden attributable to potentially modifiable risk factors is crucial for development of effective prevention and mitigation strategies. We analysed results from the Global ...

This research is to be considered as an implementation of Goetzmann and Jorion (1999). In order to provide a more realistic scenario, we have implemented a Garch (1,1) approach for the residuals of returns and a multifactor ...

Background: Rigorous analysis of levels and trends in exposure to leading risk factors and quantification of their effect on human health are important to identify where public health is making progress and in which cases ...

Objectives: To assess the changes in the risk of bias (RoB) across different versions of the same Cochrane systematic review, and to identify characteristics of systematic reviews which may be associated with different RoB ...

In this article, we formulate a time-scale decomposition of an international version of the CAPM that accounts for both market and exchange rate risk. In addition, we derive an analytical formula for time-scale value at ...

As an approach to determining the degree of integration of the Brazilian economy, this paper seeks to test the explanatory power of the Goldman Sachs Model for the expected returns by a foreign investor in the Brazilian ...

We develop an affine jump diffusion (AJD) model with the jump-risk premium being determined by both idiosyncratic and systematic sources of risk. While we maintain the classical affine setting of the model, we add a finite ...