Search results for "value"

showing 10 items of 5321 documents

Portfolio diversification in the sovereign credit swap markets

2018

We develop models for portfolio diversification in the sovereign credit default swaps (CDS) markets and show that, despite literature findings that sovereign CDS spreads are affected by global factors, there is sufficient idiosyncratic risk to be diversified. However, we identify regime switching in the times series of CDS spreads and spread returns, and the optimal diversified strategies can be regime dependent. The developed models trade off the CVaR risk measure against expected return, consistently with the statistical properties of spreads. We consider three investment strategies suited for different CDS market participants: for investors with long positions, speculators that hold unco…

Credit default swapInvestment strategyFinancial economicsDiversification (finance)Portfolio diversificationGeneral Decision SciencesMonetary economicsManagement Science and Operations ResearchCDS spreadConditional Value-at-RiskSettore SECS-S/06 -Metodi Mat. dell'Economia e d. Scienze Attuariali e Finanz.Swap (finance)Eurozone crisi0502 economics and businessSystematic riskEconomics050207 economicsSpeculation050208 finance05 social sciencesCredit derivativeCDS spreads; Conditional Value-at-Risk; Credit derivatives; Eurozone crisis; Portfolio diversification; Regime switching; Decision Sciences (all); Management Science and Operations ResearchRegime switchingCredit default swap indexExpected shortfallDecision Sciences (all)Active managementSovereign creditPortfolioCredit derivative
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Numerical analysis of composite plates with multiple delaminations subjected to uniaxial buckling load

2006

Abstract In this paper the buckling and post-buckling behaviour of unidirectional and cross-ply composite laminated plates with multiple delaminations has been studied. Finite elements analyses have been performed, using a linear buckling model, based on the solution of the eigenvalues problem, and a non-linear one, based on an incremental-iterative method. With non-linear method large displacements have been taken into account and also contact constraints between sublaminates have been added to avoid their interpenetration. It has been found that both delamination length and position and stacking sequence of the plies influence the critical load of the plate; furthermore, linear and non-li…

Critical loadMaterials scienceComputer simulationnumerical analysisNumerical analysisComposite numberDelaminationGeneral Engineeringcomposite materialFinite element methoddelaminationBucklingCeramics and CompositesbucklingComposite materialcomposite laminated plateSettore ING-IND/15 - Disegno E Metodi Dell'Ingegneria IndustrialeEigenvalues and eigenvectors
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Multiple solutions for a Sturm-Liouville problem with mixed boundary conditions

2010

Critical points mixed boundary value problems multiple solutions
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Simple technique for the intraoperative detection of Crohn's strictures with a calibration sphere.

2000

Several methods have been used to detect and evaluate small-bowel strictures in Crohn's disease. We describe a simple technique for the calibration of strictures using a 2.5-cm medical plastic sphere. This method provides an aseptic, safe, and effective calibration of the entire small bowel.

Crohn's diseasemedicine.medical_specialtyCalibration (statistics)Crohn diseasebusiness.industryGastroenterologyGeneral Medicinemedicine.diseaseSeverity of Illness Indexdigestive system diseasesSurgeryCatheterizationCrohn DiseaseReference ValuesCalibrationmedicineHumansRadiologybusinessDiseases of the colon and rectum
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A simple model to estimate the daily value of the regional maximum evapotranspiration from satellite temperature and albedo images

1987

Abstract We have tried an adaptation of the radiation model proposed by FAO, applicable in any area, for the estimation of the regional maximum evapotranspiration, ET, from temperature and albedo images obtained from a satellite. This model is based on the relationships ETm = k cETo ETo = A + BR g + CR g Ta max where k c is the crop coefficient, ETo is the maximum evapotranspiration of the reference crop (green grass), Rg is the global radiation obtained from satellite albedo images, T a max is the maximum temperature of the air obtained from the near-midday satellite temperature and A, B and C are the empirical coefficients characteristic of each zone calculated for different intervals of …

Crop coefficientMeteorologyEvapotranspirationBrightness temperatureGeneral Earth and Planetary SciencesEnvironmental scienceValue (computer science)Relative humiditySatelliteAlbedoWind speedInternational Journal of Remote Sensing
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Carotenoid bioaccessibility in pulp and fresh juice from carotenoid-rich sweet oranges and mandarins.

2015

Citrus fruits are a good source of carotenoids for the human diet; however, comparative studies of carotenoids in different citrus food matrices are scarce. In this work the concentration and bioaccessibility of carotenoids in sweet oranges and mandarins with marked differences in carotenoid composition were evaluated in pulp and compared to those in fresh juice. The pulp and juice of the red-fleshed Cara Cara sweet orange variety was highly rich in carotenes (mainly lycopene and phytoene) compared to standard Navel orange, while β-cryptoxanthin and phytoene predominated in mandarins. Total carotenoid content in the pulp of the ordinary Navel orange and in the red-fleshed Cara Cara orange, …

Crops AgriculturalDietary FiberCitrusFood storageOrange (colour)Models BiologicalIntestinal absorptionchemistry.chemical_compoundPhytoeneLycopenestomatognathic systemSpecies SpecificityRefrigerationHumansFood scienceCarotenoidCryptoxanthinsOrange juicechemistry.chemical_classificationfood and beveragesGeneral MedicinePigments BiologicalCarotenoidsLycopeneFruit and Vegetable JuiceschemistryFood StorageIntestinal AbsorptionSpainFruitPostharvestDigestionNutritive ValueFood ScienceCitrus sinensisFoodfunction
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Is stress perceived differently in relationships with parents and peers? Inter‐ and intra‐regional comparisons on adolescents from 21 nations

2012

This study investigated how adolescents (mean age of 15 years) from 21 countries perceived parent- and peer-related stress. Across countries, adolescents perceived parent-related stress at considerably greater levels than peer-related stress. Adolescents assigned to six geographical regions differed significantly in overall stress levels as well as in the disparity between perceived stress levels in the parent and peer domain. Regional comparisons revealed that adolescents from Southern Europe exhibited the highest levels of parent-related stress, followed by adolescents from Latin America, the Middle East, and Asia. The stress levels of adolescents from Central European and North American …

Cross-Cultural ComparisonMaleLatin AmericansAdolescentSocial PsychologyMean ageCross-cultural studiesPeer GroupStress levelStress perceptionDevelopmental psychologyPsychiatry and Mental healthSocial PerceptionSurveys and QuestionnairesPediatrics Perinatology and Child HealthStress (linguistics)Developmental and Educational PsychologyCultural valuesHumansFemaleInterpersonal RelationsParent-Child RelationsPsychologyStress PsychologicalJournal of Adolescence
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Value congruence in health care priority setting: social values, institutions and decisions in three countries

2014

AbstractMost developed democracies have faced the challenge of priority setting in health care by setting up specialized agencies to take decisions on which medical services to include in public health baskets. Under the influence of Daniels and Sabin’s seminal work on the topic, agencies increasingly aim to fulfil criteria of procedural justice, such as accountability and transparency. We assume, however, that the institutional design of agencies also and necessarily reflects substantial value judgments on the respective weight of distributive principles such as efficiency, need and equality. The public acceptance of prioritization decisions, and eventually of the health care system at lar…

Cross-Cultural ComparisonPrioritizationmedicine.medical_specialtyHuman RightsSocial ValuesProcedural justiceSocial value orientationsEfficiency OrganizationalCongruence (geometry)GermanyHealth caremedicineHumansHealthcare DisparitiesHealth Care RationingPriority settingActuarial sciencePublic economicsHealth Prioritiesbusiness.industryHealth PolicyPublic healthPoliticsHealth Status DisparitiesUnited KingdomPolicyAccountabilityGovernment RegulationFranceBusinessDelivery of Health CareModels EconometricHealth Economics, Policy and Law
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Non-specific bronchial hyper-responsiveness in children with allergic rhinitis: relationship with the atopic status

2003

An increased prevalence of bronchial hyper-responsiveness (BHR) has been demonstrated in children from a general population, and in non-asthmatic adults with allergic rhinitis. Thus, also children with allergic rhinitis are expected to be at higher risk of BHR. We evaluated the prevalence of BHR in a sample of non-asthmatic children with allergic rhinitis by means of the methacholine (Mch) bronchial challenge, and by monitorizing the airway patency using the daily peak expiratory flow variability (PEFv). Fifty-one children (ranged 6-15 years of age) with allergic rhinitis, ascertained by skin prick test to inhalant allergens, underwent a 14-day peak expiratory flow monitoring, and a Mch bro…

Cross-Sectional StudieHypersensitivity ImmediateMaleRhinitis Allergic PerennialAdolescentRespiratory Function Tests; Peak Expiratory Flow Rate; Airway Resistance; Vital Capacity; Bronchial Provocation Tests; Humans; Predictive Value of Tests; Child; Forced Expiratory Volume; Child Welfare; Cross-Sectional Studies; Rhinitis Allergic Perennial; Immunoglobulin E; Hypersensitivity Immediate; Bronchial Hyperreactivity; Statistics as Topic; Adolescent; Male; Biological Markers; Female; PrevalenceAirway ResistanceVital CapacityStatistics as TopicChild WelfarePeak Expiratory Flow RatePredictive Value of TestImmunoglobulin EBronchial Provocation TestForced Expiratory VolumeBiological MarkerPrevalenceFemaleBronchial HyperreactivityChildRespiratory Function TestHuman
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Una tipología de desajustes entre competencias y educación utilizando un análisis comparativo entre países

2015

This paper aims to discuss the value of the diplomas and the situation of downgrading on the labour market. Its novelty is to compare skills both acquired and required in employment, using a self - assessment carried out by young higher education graduates a cross nine countries of Europe, Japan and Canada. More precisely, we illustrate the incidences of diploma and skill mismatches using three higher education graduate surveys, two international surveys (CHEERS, REFLEX) and a Canadian survey (NGS). We define possible over - education and skill mismatches and then present an empirical typology to show the most frequent cases of mismatches. The ideal situation which corresponds to a perfect …

Cross-national comparison incidences higher education graduate Europe Over - education[SHS.EDU] Humanities and Social Sciences/Education[ SHS.EDU ] Humanities and Social Sciences/EducationJapan downgrading on the labour market Value of the diploma Canada skill mismatches diploma 
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