Molecular reprogramming of stromal microarchitecture by tumour-derived extracellular vesicles (EVs) is proposed to favour pre-metastatic niche formation. We elucidated the role of extravesicular tissue inhibitor of matrix metalloproteinase-1 (TIMP1EV) in pro-invasive extracellular matrix (ECM) remodelling of the liver microenvironment to aid tumour progression in colorectal cancer (CRC). Immunohistochemistry analysis revealed a high expression of stromal TIMP1 in the invasion front that was associated with poor progression-free survival in patients with colorectal liver metastases. Molecular analysis identified TIMP1EV enrichment in CRC-EVs as a major factor in the induction of TIMP1 upregulation in recipient fibroblasts. Mechanistically, we proved that EV-mediated TIMP1 upregulation in recipient fibroblasts induced ECM remodelling. This effect was recapitulated by human serum-derived EVs providing strong evidence that CRC release active EVs into the blood circulation of patients for the horizontal transfer of malignant traits to recipient cells. Moreover, EV-associated TIMP1 binds to HSP90AA, a heat-shock protein, and the inhibition of HSP90AA on human-derived serum EVs attenuates TIMP1EV-mediated ECM remodelling, rendering EV-associated TIMP1 a potential therapeutic target. Eventually, in accordance with REMARK guidelines, we demonstrated in three independent cohorts that EV-bound TIMP1 is a robust circulating biomarker for a non-invasive, preoperative risk stratification in patients with colorectal liver metastases.

HSOS (20 mL, tid) is of good safety profile and does not increase the risk of bleeding. With its unique characteristic of convenience for being taken, HSOS (20 mL, tid) could be a proper treatment for lung cancer patients in the perioperative period.

The fundamental purpose of investing in stocks is to make a profit. But in the stock investment, the income always accompanies the risk. In order to reduce the risk of greater returns, the investor will be two or more of the stock portfolio together to invest. This study examines the return and risk of a stock portfolio using a minimal variance and maximum Sharpe ratio model, based on the Markowitz mean-variance theory, in order to identify the best stock portfolio for a given risk preference. The mean-variance model is best for risk-averse investors and just considers risk instead of return. While the introduction of Sharpe ratio enables investors to consider both return and risk simultaneously in the objective functions of the optimization problems. The empirical study based on the stock and fund data of five United Kingdom stocks and one America stock demonstrates the model based on maximum Sharpe ratio criterion is more suitable for risk-seeking investors and can produce more active replacing strategies than minimum Mean-variance model.