Search results
Results from the WOW.Com Content Network
In this way IOTA has been able to refine the optimal approach to characterise adnexal pathology preoperatively. [2] [3] IOTA has also described simple ultrasound based rules that can be used to classify ovarian cysts and so diagnose "ovarian cancer". These can be applied in about 75% of masses.
The IOTA models can be used to estimate the probability that an adnexal tumor is malignant. [65] They include LR2 risk model, The Simple Rules risk (SRrisk) calculation and Assessment of Different Neoplasias in the Adnexa (ADNEX) model that can be used to assess risk of malignancy in an adnexal mass, based on its characteristics and risk factors.
Merton's portfolio problem is a problem in continuous-time finance and in particular intertemporal portfolio choice.An investor must choose how much to consume and must allocate their wealth between stocks and a risk-free asset so as to maximize expected utility.
Specific risk is also called diversifiable, unique, unsystematic, or idiosyncratic risk. Systematic risk (a.k.a. portfolio risk or market risk) refers to the risk common to all securities—except for selling short as noted below, systematic risk cannot be diversified away (within one market). Within the market portfolio, asset specific risk ...
In a finite decision problem, the risk point of an admissible decision rule has either lower x-coordinates or y-coordinates than all other risk points or, more formally, it is the set of rules with risk points of the form (,) such that {(,):,} = (,). Thus the left side of the lower boundary of the risk set is the set of admissible decision rules.
The single-index model (SIM) is a simple asset pricing model to measure both the risk and the return of a stock. The model has been developed by William Sharpe in 1963 and is commonly used in the finance industry. Mathematically the SIM is expressed as:
Being admissible means there is no other single rule that is always as good or better – but other admissible rules might achieve lower risk for most that occur in practice. (The Bayes risk discussed below is a way of explicitly considering which θ {\displaystyle \theta \,\!} occur in practice.)
Basel II requires all banking institutions to set aside capital for operational risk. The basic indicator approach, however, is much simpler as compared to the alternative approaches (i.e. standardized approach (operational risk) and advanced measurement approach) and thus has been recommended for banks without significant international operations.