Metrics
39,987 Downloads
Contact Share
Featured Dataverses

In order to use this feature you must have at least one published or linked dataverse.

Publish Dataverse

Are you sure you want to publish your dataverse? Once you do so it must remain published.

Publish Dataverse

This dataverse cannot be published because the dataverse it is in has not been published.

Delete Dataverse

Are you sure you want to delete your dataverse? You cannot undelete this dataverse.

Advanced Search

81 to 89 of 89 Results
Resultados quirúrgicos de los procedimientos de rescate ante una colecistectomía laparoscópica difícil en Méderi entre 2014 – 2022(Universidad del Rosario)
May 22, 2024
En los casos de colecistectomía difícil, en los que no se logra alcanzar una vista critica de seguridad, como procedimiento de rescate se recomienda la colecistectomía subtotal o la conversión a colecistectomía abierta, siendo preferida la primera. No obstante, no hay evidencia suficiente para preferir uno de los dos procedimientos, y con evidencia...
LookForwardRatioExpectedShortfallBenchmark.R
May 15, 2024 - Replication Data for: Worst-Case Higher Moment Risk Measure: Addressing Distributional Shifts and Procyclicality
R Syntax - 5.3 KB - MD5: 68d75a6c2e79fa5a866fbf10985d1c74
Replication code Expected Shortfall
LookForwardRatioExpectedShortfallBufferAddOn.R
May 15, 2024 - Replication Data for: Worst-Case Higher Moment Risk Measure: Addressing Distributional Shifts and Procyclicality
R Syntax - 5.4 KB - MD5: c68c863763b5dec22257bd9c3a53b06f
Replication code Expected Shortfall with regulatory countercyclical Buffer type add-On.
LookForwardRatioExpectedShortfallFloorAddOn.R
May 15, 2024 - Replication Data for: Worst-Case Higher Moment Risk Measure: Addressing Distributional Shifts and Procyclicality
R Syntax - 5.8 KB - MD5: 9c7e4892f2ac2411329ffaee0a245e58
Replication code Expected Shortfall with regulatory countercyclical Floor type add-On.
LookForwardRatioExpectedShortfallStressAddOn.R
May 15, 2024 - Replication Data for: Worst-Case Higher Moment Risk Measure: Addressing Distributional Shifts and Procyclicality
R Syntax - 7.3 KB - MD5: 5603f85ea73b1a5873da7b2188277ea7
Replication code Expected Shortfall with regulatory countercyclical Stress type add-On.
LookForwardRatioWorstCcaseHigherMomentRMwithUncertainty.R
May 15, 2024 - Replication Data for: Worst-Case Higher Moment Risk Measure: Addressing Distributional Shifts and Procyclicality
R Syntax - 7.8 KB - MD5: dd4fc33b3a7a65c13f8c398ff3a9b7c3
Replication code to estimate worst case higher order risk measures with uncertainty.
Worst-Case Higher Moment Risk Measure PDG.docx
May 15, 2024 - Replication Data for: Worst-Case Higher Moment Risk Measure: Addressing Distributional Shifts and Procyclicality
MS Word - 111.7 KB - MD5: 05d5d1525e9da78e3e786643b2833625
Plan de Gestion de Datos
Worst-Case Higher Moment Risk Measure: Addressing Distributional Shifts and Procyclicality(Universidad del Rosario)
May 15, 2024
This paper addresses the inherent procyclicality in widely adopted financial risk measures, such as expected shortfall (ES). We propose an innovative approach utilizing the worst-case higher moment (HM) risk measure, which offers a robust solution to distributional shifts by incorporating adaptive features. Empirical results using historical S&P500...
Plan_de_gestion_de_datos_Replication Data for Network Topology in Decentralized Finance_UR 7_02_2024.pdf
Plan_de_gestion_de_datos_Replication Data for Network Topology in Decentralized Finance_UR 7_02_2024.pdf
Mar 12, 2024 - Plan de Gestión de Datos
Adobe PDF - 302.6 KB - MD5: 0d5c2c682a550d8aac0276f02703aff8
Add Data

Sign up or log in to create a dataverse or add a dataset.

Sign Up Log In
Share Dataverse

Share this dataverse on your favorite social media networks.

Link Dataverse
Reset Modifications

Are you sure you want to reset the selected metadata fields? If you do this, any customizations (hidden, required, optional) you have done will no longer appear.