Background and aims: This study aimed to determine the prevalence of urinary tract infection (UTI)among the pregnant women and the risk factors related to it in Shahrekord, Iran.Methods: In this cross-sectional study, 832 patients were examined during 26 to 30 weeks of pregnancyand their UTIs were studied. The required information was collected by examining the personalp...

This paper analyzes the risk-return trade-off in the hedge fund industry. We compare semi-deviation, value-at-risk (VaR), Expected Shortfall (ES) and Tail Risk (TR) with standard deviation at the individual fund level as well as the portfolio level. Using the Fama and French (1992) methodology and the combined live and defunct hedge fund data from TASS, we find that the left-tail risk captured ...

  Background and aims: <span style="color: #221e1f; font-family: Optima LT St...

How much of the rise in CEO pay can be explained by the increased risk that CEOs are exposed to? This paper employs a life-cycle model of consumption and saving to answer this question, and, more broadly, to study the risk-reward tradeoff in executive compensation. The model incorporates the main types of risk that executives of public corporations face: optionand stock-based pay, pay-performan...

It is difficult to find an existing single model which is able to simultaneously model exceedances over thresholds in multivariate financial time series. A new modeling approach, which is a combination of max-stable processes, GARCH processes, and Markov processes, is proposed. Combining Markov processes and max-stable processes defines a new statistical model which has the flexibility of model...