Results 1  10
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3,464,588
Coherent Measures of Risk
, 1998
"... In this paper we study both market risks and nonmarket risks, without complete markets assumption, and discuss methods of measurement of these risks. We present and justify a set of four desirable properties for measures of risk, and call the measures satisfying these properties "coherent" ..."
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Cited by 882 (4 self)
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;coherent". We examine the measures of risk provided and the related actions required by SPAN, by the SEC/NASD rules and by quantile based methods. We demonstrate the universality of scenariobased methods for providing coherent measures. We offer suggestions concerning the SEC method. We also suggest a method
Prospect theory: An analysis of decisions under risk
 Econometrica
, 1979
"... Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at ..."
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Cited by 5935 (24 self)
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Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at
Dynamic taint analysis for automatic detection, analysis, and signature generation of exploits on commodity software
 In Network and Distributed Systems Security Symposium
, 2005
"... Software vulnerabilities have had a devastating effect on the Internet. Worms such as CodeRed and Slammer can compromise hundreds of thousands of hosts within hours or even minutes, and cause millions of dollars of damage [32, 51]. To successfully combat these fast automatic Internet attacks, we nee ..."
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Cited by 634 (30 self)
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be used as signatures. Semanticanalysis based signature generation can be more accurate, resilient against polymorphic worms, and robust to attacks exploiting polymorphism than the patternextraction based signature generation methods.
Liquidity Risk and Expected Stock Returns
, 2002
"... This study investigates whether marketwide liquidity is a state variable important for asset pricing. We find that expected stock returns are related crosssectionally to the sensitivities of returns to fluctuations in aggregate liquidity. Our monthly liquidity measure, an average of individualsto ..."
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Cited by 590 (4 self)
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This study investigates whether marketwide liquidity is a state variable important for asset pricing. We find that expected stock returns are related crosssectionally to the sensitivities of returns to fluctuations in aggregate liquidity. Our monthly liquidity measure, an average of individualstock measures estimated with daily data, relies on the principle that order flow induces greater return reversals when liquidity is lower. Over a 34year period, the average return on stocks with high sensitivities to liquidity exceeds that for stocks with low sensitivities by 7.5 % annually, adjusted for exposures to the market return as well as size, value, and momentum factors.
Estimating the Support of a HighDimensional Distribution
, 1999
"... Suppose you are given some dataset drawn from an underlying probability distribution P and you want to estimate a "simple" subset S of input space such that the probability that a test point drawn from P lies outside of S is bounded by some a priori specified between 0 and 1. We propo ..."
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Cited by 766 (29 self)
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Suppose you are given some dataset drawn from an underlying probability distribution P and you want to estimate a "simple" subset S of input space such that the probability that a test point drawn from P lies outside of S is bounded by some a priori specified between 0 and 1. We
Network Coding for Large Scale Content Distribution
"... We propose a new scheme for content distribution of large files that is based on network coding. With network coding, each node of the distribution network is able to generate and transmit encoded blocks of information. The randomization introduced by the coding process eases the scheduling of bloc ..."
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Cited by 497 (6 self)
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We propose a new scheme for content distribution of large files that is based on network coding. With network coding, each node of the distribution network is able to generate and transmit encoded blocks of information. The randomization introduced by the coding process eases the scheduling
The process group approach to reliable distributed computing
 Communications of the ACM
, 1993
"... The difficulty of developing reliable distributed softwme is an impediment to applying distributed computing technology in many settings. Expeti _ with the Isis system suggests that a structured approach based on virtually synchronous _ groups yields systems that are substantially easier to develop, ..."
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Cited by 573 (19 self)
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The difficulty of developing reliable distributed softwme is an impediment to applying distributed computing technology in many settings. Expeti _ with the Isis system suggests that a structured approach based on virtually synchronous _ groups yields systems that are substantially easier to develop
Noise Trader Risk in Financial Markets
 Jolurnial of Political Economy
, 1990
"... We present a simple overlapping generations model of an asset market in which irrational noise traders with erroneous stochastic beliefs both affect prices and earn higher expected returns. The unpredictability of noise traders ’ beliefs creates a risk in the price of the asset that deters rational ..."
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Cited by 858 (23 self)
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We present a simple overlapping generations model of an asset market in which irrational noise traders with erroneous stochastic beliefs both affect prices and earn higher expected returns. The unpredictability of noise traders ’ beliefs creates a risk in the price of the asset that deters rational
DISTRIBUTED SYSTEMS
, 1985
"... Growth of distributed systems has attained unstoppable momentum. If we better understood how to think about, analyze, and design distributed systems, we could direct their implementation with more confidence. ..."
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Cited by 755 (1 self)
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Growth of distributed systems has attained unstoppable momentum. If we better understood how to think about, analyze, and design distributed systems, we could direct their implementation with more confidence.
Analysis, Modeling and Generation of SelfSimilar VBR Video Traffic
, 1994
"... We present a detailed statistical analysis of a 2hour long empirical sample of VBR video. The sample was obtained by applying a simple intraframe video compression code to an action movie. The main findings of our analysis are (1) the tail behavior of the marginal bandwidth distribution can be accu ..."
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Cited by 546 (6 self)
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We present a detailed statistical analysis of a 2hour long empirical sample of VBR video. The sample was obtained by applying a simple intraframe video compression code to an action movie. The main findings of our analysis are (1) the tail behavior of the marginal bandwidth distribution can
Results 1  10
of
3,464,588