Journal Article |
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60 Years of portfolio optimization: Practical challenges and current trends |
6 |
21 |
83 |
1,162 |
10 |
36 |
196 |
2,358 |
A New Approach for Using Lévy Processes for Determining High‐Frequency Value‐at‐Risk Predictions |
0 |
0 |
0 |
47 |
0 |
0 |
0 |
120 |
A Note on the Discriminatory Effects of Monetary Policy and the Use of Trade Credit |
0 |
0 |
0 |
17 |
0 |
1 |
4 |
63 |
A Pricing Framework for Real Estate Derivatives |
0 |
0 |
8 |
51 |
1 |
1 |
12 |
94 |
A Three-Factor Model for Mortality Modeling |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
9 |
A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates |
0 |
0 |
0 |
16 |
0 |
0 |
2 |
109 |
A flexible approach to estimate the equity premium |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
16 |
A methodology for index tracking based on time-series clustering |
0 |
0 |
6 |
75 |
3 |
5 |
13 |
182 |
A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence |
0 |
0 |
1 |
86 |
0 |
0 |
3 |
200 |
A new approach to statistical arbitrage: Strategies based on dynamic factor models of prices and their performance |
1 |
6 |
19 |
440 |
3 |
12 |
37 |
1,049 |
A new method for generating approximation algorithms for financial mathematics applications |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
24 |
A note on the association between systematic risk and common stock and bond rating classifications |
0 |
0 |
1 |
29 |
0 |
0 |
1 |
113 |
A risk-based evaluation of the free-trader option |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
64 |
AN OPTION-THEORETIC PREPAYMENT MODEL FOR MORTGAGES AND MORTGAGE-BACKED SECURITIES |
1 |
1 |
5 |
24 |
1 |
2 |
18 |
83 |
An Explicit, Multi-Factor Credit Default Swap Pricing Model with Correlated Factors |
0 |
0 |
2 |
101 |
0 |
1 |
5 |
223 |
An alternative approach for portfolio performance evaluation: enabling fund evaluation relative to peer group via Malkiel’s monkey |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
19 |
An empirical analysis of the CDX index and its tranches |
0 |
0 |
2 |
64 |
0 |
0 |
4 |
180 |
An empirical examination of the return distribution characteristics of agency mortgage pass-through securities |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
160 |
An improved least squares Monte Carlo valuation method based on heteroscedasticity |
1 |
1 |
3 |
43 |
3 |
3 |
9 |
129 |
An improved method for pricing and hedging long dated American options |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
42 |
An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
113 |
Analysis of the intraday effects of economic releases on the currency market |
0 |
0 |
2 |
27 |
0 |
0 |
5 |
134 |
Approximation of Stable and Geometric Stable Distribution |
0 |
0 |
0 |
5 |
0 |
1 |
1 |
41 |
Approximation of aggregate and extremal losses within the very heavy tails framework |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
56 |
Approximation of skewed and leptokurtic return distributions |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
193 |
BARRIER OPTION PRICING BY BRANCHING PROCESSES |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
24 |
Balancing energy strategies in electricity portfolio management |
0 |
0 |
0 |
66 |
0 |
1 |
2 |
204 |
Bayesian estimation of truncated data with applications to operational risk measurement |
0 |
0 |
0 |
5 |
0 |
1 |
4 |
49 |
Beta as a Random Coefficient |
0 |
0 |
1 |
147 |
0 |
1 |
9 |
338 |
Bilateral counterparty risk valuation adjustment with wrong way risk on collateralized commodity counterparty |
0 |
1 |
1 |
5 |
0 |
2 |
5 |
35 |
Black swans and white eagles: on mathematics and finance |
0 |
0 |
1 |
7 |
0 |
0 |
2 |
22 |
CAViaR-based forecast for oil price risk |
0 |
0 |
1 |
93 |
0 |
0 |
3 |
343 |
CVaR sensitivity with respect to tail thickness |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
67 |
Calibrating affine stochastic mortality models using term assurance premiums |
0 |
1 |
1 |
28 |
0 |
1 |
2 |
122 |
Calibrating the Italian Smile with Time-Varying Volatility and Heavy-Tailed Models |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
21 |
Composition of robust equity portfolios |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
79 |
Computational aspects of portfolio risk estimation in volatile markets: a survey |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
59 |
Construction of probability metrics on classes of investors |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
73 |
Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments |
0 |
0 |
0 |
26 |
0 |
1 |
3 |
124 |
DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY |
0 |
0 |
0 |
7 |
0 |
1 |
2 |
36 |
Deciphering robust portfolios |
0 |
0 |
1 |
23 |
1 |
1 |
4 |
81 |
Discrete Variable Chain Graphical Modelling for Assessing the Effects of Fund Managers' Characteristics on Incentives Satisfaction and Size of Returns |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
116 |
Discussion of ‘on simulation and properties of the stable law’ by Devroye and James |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
28 |
Diversification versus optimality: is there really a diversification puzzle? |
0 |
0 |
1 |
10 |
0 |
0 |
2 |
42 |
Does the corporate bond market overvalue bonds of sin companies? |
0 |
1 |
1 |
24 |
0 |
1 |
2 |
88 |
Effective Capital Gains Tax Rates: A Reply |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
Effectiveness of developed and emerging market FX options in active currency risk management |
0 |
0 |
4 |
37 |
1 |
1 |
13 |
136 |
Effects of Spot Market Short-Sale Constraints on Index Futures Trading |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
34 |
Elliptical tempered stable distribution |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
13 |
Empirical Analyses of Industry Stock Index Return Distributions for the Taiwan Stock Exchange |
0 |
0 |
0 |
22 |
0 |
0 |
2 |
193 |
Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data |
0 |
0 |
3 |
122 |
1 |
1 |
6 |
292 |
Enhancing binomial and trinomial equity option pricing models |
0 |
0 |
1 |
18 |
1 |
2 |
12 |
72 |
Equal-weighted strategy: Why it outperforms value-weighted strategies? Theory and evidence |
0 |
1 |
7 |
74 |
2 |
4 |
23 |
283 |
Equity Manager Selection and Performance |
0 |
0 |
0 |
166 |
0 |
1 |
2 |
336 |
Equity style allocation: A nonparametric approach |
0 |
0 |
1 |
9 |
0 |
0 |
1 |
44 |
Estimating risk-neutral density with parametric models in interest rate markets |
0 |
1 |
3 |
52 |
5 |
9 |
21 |
239 |
Estimating the elasticity of intertemporal substitution accounting for stockholder-specific portfolios |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
12 |
Exploring rating shopping for european triple a senior structured finance securities |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
37 |
Exploring the components of credit risk in credit default swaps |
0 |
0 |
6 |
294 |
1 |
3 |
11 |
683 |
Explosive rents: The real estate market dynamics in exuberance |
0 |
0 |
0 |
20 |
0 |
1 |
2 |
78 |
Extracting market information from equity options with exponential Lévy processes |
0 |
0 |
1 |
20 |
0 |
2 |
5 |
94 |
FACTOR UNIQUENESS IN THE S&P 500 UNIVERSE: CAN PROPRIETARY FACTORS EXIST? |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
19 |
FINANCIAL MARKETS WITH NO RISKLESS (SAFE) ASSET |
0 |
0 |
1 |
9 |
0 |
2 |
7 |
57 |
Factor decomposition of the Eurozone sovereign CDS spreads |
0 |
0 |
1 |
34 |
0 |
0 |
4 |
100 |
Financial market models with Lévy processes and time-varying volatility |
0 |
0 |
1 |
141 |
0 |
0 |
4 |
380 |
Focusing on the worst state for robust investing |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
60 |
Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration |
0 |
0 |
0 |
41 |
0 |
0 |
2 |
221 |
Fractals or I.I.D.: Evidence of long-range dependence and heavy tailedness from modeling German equity market returns |
0 |
0 |
0 |
32 |
0 |
0 |
2 |
101 |
Fuzzy decision fusion approach for loss-given-default modeling |
0 |
0 |
1 |
20 |
2 |
3 |
5 |
70 |
Generalized Functional Form for Mutual Fund Returns |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
17 |
Hedge fund allocation: Evaluating parametric and nonparametric forecasts using alternative portfolio construction techniques |
0 |
1 |
1 |
23 |
0 |
1 |
5 |
96 |
Holiday Trading in Futures Markets |
0 |
0 |
3 |
87 |
1 |
3 |
8 |
311 |
Household search choice: theory and evidence |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
99 |
How do conflicting theories about financial markets coexist? |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
213 |
How fat are the tails of equity market indices? |
0 |
0 |
1 |
7 |
0 |
0 |
1 |
30 |
Improving corporate bond recovery rate prediction using multi-factor support vector regressions |
0 |
1 |
2 |
41 |
0 |
2 |
10 |
129 |
Index-Exciting CAViaR: A New Empirical Time-Varying Risk Model |
0 |
0 |
0 |
102 |
0 |
1 |
3 |
261 |
Intensity-based framework for surrender modeling in life insurance |
0 |
0 |
0 |
28 |
2 |
2 |
7 |
98 |
International corporate finance: Mark R. Eaker, Frank J. Fabozzi, and Dwight Grant, Fort Worth, TX: Dryden Press, 1996, 588 pp |
0 |
0 |
1 |
97 |
0 |
0 |
1 |
390 |
Introduction to special issue: studies in mathematical and empirical finance |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
Investigating the Performance of Non-Gaussian Stochastic Intensity Models in the Calibration of Credit Default Swap Spreads |
0 |
0 |
0 |
12 |
0 |
1 |
1 |
44 |
Is food consumption a good proxy for nondurable consumption? |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
86 |
Liability Index Fund: The Liability Beta Portfolio |
0 |
0 |
0 |
0 |
1 |
8 |
14 |
195 |
Local volatility and the recovery rate of credit default swaps |
0 |
0 |
1 |
7 |
0 |
0 |
2 |
48 |
Looking Beyond Credit Ratings: Factors Investors Consider In Pricing European Asset†Backed Securities |
0 |
1 |
2 |
7 |
0 |
2 |
3 |
32 |
MCMC-based estimation of Markov Switching ARMA-GARCH models |
0 |
0 |
3 |
74 |
0 |
0 |
5 |
289 |
METRIZATION OF STOCHASTIC DOMINANCE RULES |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
18 |
Macroeconomic news effects on conditional volatilities in the bond and stock markets |
0 |
0 |
0 |
93 |
0 |
0 |
0 |
268 |
Macroeconomic variable selection for creditor recovery rates |
0 |
3 |
9 |
75 |
5 |
15 |
31 |
249 |
Market experience with modeling for defined-benefit pension funds: evidence from four countries |
0 |
0 |
0 |
80 |
0 |
0 |
2 |
185 |
Market implied volatilities for defaultable bonds |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
29 |
Market overreaction and underreaction: tests of the directional and magnitude effects |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
97 |
Mathematical Programming in American Companies: A Sample Survey |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
Mathematical programming models to determine civil service salaries |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
41 |
Measuring and explaining pension system risk* |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
83 |
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model |
0 |
0 |
1 |
4 |
0 |
0 |
4 |
36 |
Modeling Volatility for the Chinese Equity Markets |
0 |
0 |
0 |
42 |
0 |
1 |
2 |
244 |
Momentum strategies based on reward-risk stock selection criteria |
0 |
1 |
2 |
144 |
1 |
3 |
11 |
488 |
Multi-purpose binomial model: Fitting all moments to the underlying geometric Brownian motion |
0 |
0 |
2 |
7 |
0 |
0 |
8 |
56 |
Multi-tail generalized elliptical distributions for asset returns |
0 |
0 |
0 |
40 |
0 |
1 |
1 |
220 |
Multiperiod conditional valuation of barrier options with incomplete information |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
12 |
Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market |
0 |
0 |
1 |
258 |
0 |
1 |
5 |
700 |
Mutual Fund Systematic Risk for Bull and Bear Markets: An Empirical Examination |
0 |
0 |
0 |
155 |
0 |
0 |
0 |
381 |
Negotiated versus Competitive Underwritings of Public Utility Bonds: Just One More Time |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
27 |
ON SOME INCONSISTENCIES IN MODELING CREDIT PORTFOLIO PRODUCTS |
0 |
0 |
1 |
4 |
0 |
0 |
1 |
9 |
OPTIMUM CORPORATE LEVERAGE WITH RISKY DEBT: A DEMAND APPROACH |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
18 |
OR PRACTICE---Assisting Defined-Benefit Pension Plans |
0 |
0 |
1 |
4 |
0 |
0 |
1 |
39 |
On risk management problems related to a coherence property |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
32 |
On stability of operational risk estimates by LDA: From causes to approaches |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
53 |
On the challenges in quantitative equity management |
0 |
0 |
0 |
78 |
0 |
0 |
0 |
176 |
Optimal Financial Portfolios |
0 |
0 |
3 |
76 |
0 |
0 |
5 |
242 |
Optimal corporate strategy under uncertainty |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
101 |
Option pricing and hedging under a stochastic volatility Lévy process model |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
107 |
Option pricing under stochastic volatility and tempered stable Lévy jumps |
0 |
0 |
0 |
41 |
0 |
0 |
3 |
135 |
Option pricing with time-changed L�vy processes |
0 |
0 |
0 |
15 |
1 |
1 |
1 |
61 |
Orderings and Probability Functionals Consistent with Preferences |
0 |
0 |
0 |
16 |
0 |
1 |
1 |
59 |
PORTFOLIO SELECTION PROBLEMS CONSISTENT WITH GIVEN PREFERENCE ORDERINGS |
0 |
0 |
0 |
3 |
1 |
1 |
3 |
17 |
Partial Elasticities of Factor Substitution Based on the CES Production Function: Some Empirical Evidence |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
171 |
Penalizing variances for higher dependency on factors |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
13 |
Portfolio revision under mean-variance and mean-CVaR with transaction costs |
0 |
0 |
1 |
40 |
0 |
1 |
6 |
143 |
Portfolio selection under distributional uncertainty: A relative robust CVaR approach |
0 |
0 |
0 |
61 |
0 |
0 |
2 |
230 |
Portfolio selection with conservative short-selling |
0 |
0 |
0 |
11 |
0 |
0 |
3 |
64 |
Portfolio selection with uncertain exit time: A robust CVaR approach |
0 |
0 |
0 |
55 |
0 |
0 |
1 |
157 |
Predictability dynamics of emerging sovereign CDS markets |
0 |
0 |
1 |
11 |
0 |
0 |
3 |
61 |
Price calibration and hedging of correlation dependent credit derivatives using a structural model with α-stable distributions |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
142 |
Pricing of credit default index swap tranches with one-factor heavy-tailed copula models |
0 |
0 |
0 |
68 |
0 |
0 |
1 |
300 |
Property Derivatives for Managing European Real†Estate Risk |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
6 |
Quantile-Based Inference for Tempered Stable Distributions |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
36 |
Quanto Option Pricing with Lévy Models |
0 |
0 |
2 |
13 |
0 |
0 |
4 |
52 |
RIDING WITH THE FOUR HORSEMEN AND THE MULTIVARIATE NORMAL TEMPERED STABLE MODEL |
0 |
0 |
2 |
12 |
0 |
0 |
3 |
46 |
Recent Developments in Robust Portfolios with a Worst-Case Approach |
0 |
0 |
5 |
20 |
0 |
3 |
9 |
55 |
Recent advancements in robust optimization for investment management |
0 |
0 |
3 |
49 |
1 |
3 |
12 |
126 |
Relative deviation metrics and the problem of strategy replication |
0 |
0 |
0 |
13 |
0 |
0 |
2 |
148 |
Risk management and dynamic portfolio selection with stable Paretian distributions |
0 |
0 |
0 |
34 |
0 |
0 |
2 |
156 |
Robust equity portfolio performance |
0 |
0 |
1 |
16 |
0 |
2 |
5 |
81 |
Robust portfolios that do not tilt factor exposure |
0 |
0 |
2 |
18 |
2 |
2 |
5 |
55 |
Robust portfolios: contributions from operations research and finance |
0 |
0 |
1 |
17 |
0 |
0 |
4 |
84 |
Savings selectivity bias, subjective expectations and stock market participation |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
51 |
Sensitivity of portfolio VaR and CVaR to portfolio return characteristics |
0 |
0 |
0 |
7 |
0 |
0 |
3 |
54 |
Sentiment indices and their forecasting ability |
0 |
0 |
2 |
14 |
1 |
1 |
3 |
37 |
Size, value, and momentum in emerging market stock returns |
1 |
1 |
2 |
157 |
3 |
4 |
18 |
696 |
Skillful hiding: evaluating hedge fund managers’ performance based on what they hide |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
19 |
Smooth monotone covariance for elliptical distributions and applications in finance |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
24 |
Stability Tests for Alphas and Betas over Bull and Bear Market Conditions |
0 |
0 |
1 |
312 |
0 |
1 |
3 |
692 |
Stability of mutual fund systematic risk statistics |
0 |
0 |
1 |
41 |
0 |
0 |
1 |
152 |
Stable distributions in the Black-Litterman approach to asset allocation |
0 |
0 |
1 |
181 |
0 |
1 |
4 |
443 |
State Taxes and Reserve Requirements as Major Determinants of Yield Spreads among Money Market Instruments |
0 |
0 |
1 |
22 |
0 |
0 |
1 |
82 |
Stochastic models for risk estimation in volatile markets: a survey |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
52 |
Svetlozar T. Rachev, Young Shin Kim, Michele L. Bianchi, Frank J. Fabozzi: Financial models with Lévy processes and volatility clustering |
0 |
0 |
0 |
23 |
0 |
0 |
3 |
73 |
Svetlozar, T. Rachev, John S.J. Hsu, B.S. Bagasheva and F.J. Fabozzi, Bayesian Methods in Finance, John Wiley and Sons, USA (2008) ISBN 978-0-471-92083-0 (hardcover), $95, 329 pages |
0 |
1 |
1 |
31 |
0 |
1 |
1 |
119 |
THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY |
0 |
0 |
2 |
6 |
1 |
1 |
9 |
34 |
Taxation of Capital Gains With Deferred Realization |
0 |
0 |
1 |
4 |
0 |
0 |
1 |
16 |
Tempered stable and tempered infinitely divisible GARCH models |
0 |
0 |
1 |
25 |
1 |
3 |
5 |
112 |
The Effects of Changing Macroeconomic Conditions on the Parameters of the Single Index Market Model |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
44 |
The Investment Performance of U.S. Equity Pension Fund Managers: An Empirical Investigation |
1 |
1 |
2 |
221 |
1 |
1 |
6 |
642 |
The Over-the-Counter Market and New York Stock Exchange Trading Halts |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
404 |
The Reasonable Effectiveness of Mathematics in Economics |
0 |
1 |
3 |
18 |
0 |
3 |
8 |
39 |
The Timeline Estimation of Bubbles: The Case of Real Estate |
1 |
1 |
3 |
19 |
1 |
2 |
5 |
71 |
The information content of three credit ratings: the case of European residential mortgage-backed securities |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
40 |
The new issues puzzle: evidence from non-US firms |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
28 |
The role of jump dynamics in the risk–return relationship |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
50 |
The value, size, and momentum spread during distressed economic periods |
0 |
0 |
0 |
104 |
0 |
0 |
0 |
226 |
Time series analysis for financial market meltdowns |
0 |
0 |
1 |
37 |
0 |
1 |
6 |
170 |
Trade the tweet: Social media text mining and sparse matrix factorization for stock market prediction |
0 |
0 |
1 |
80 |
0 |
0 |
9 |
229 |
Trends in quantitative equity management: survey results |
0 |
0 |
0 |
177 |
1 |
1 |
3 |
376 |
Using the right implied volatility quotes in times of low interest rates: An empirical analysis across different currencies |
0 |
0 |
0 |
17 |
0 |
2 |
4 |
56 |
Valuation of Safe Harbor Tax Benefit Transfer Leases |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
157 |
WHY IRA AND KEOGH PLANS SHOULD AVOID GROWTH STOCKS |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
15 |
What do robust equity portfolio models really do? |
1 |
1 |
1 |
10 |
1 |
2 |
3 |
39 |
Total Journal Articles |
13 |
47 |
246 |
7,874 |
61 |
183 |
790 |
25,190 |