Avaliação do desempenho de fundos de investimento de obrigações: evidência para o mercado Brasileiro

Dissertação de mestrado em Finanças

Ion exchange dependent electroactive phase content and electrical properties of poly(vinylidene fluoride)/Na(M)Y composites

Different metal-ion exchanged NaY zeolite, Na(M)Y, were used to prepare poly(vinylidene fluoride) based composites by solvent casting and melting crystallization. The effect of different metal ion-exchanged zeolites on polymer crystallization and electrical properties was reported. Cation-framework interactions and hydration energy of the cations determined that K+ is the most efficient exchanged ion in NaY zeolite, followed by Cs+ and Li+. The electroactive phase crystallization strongly depends on the ions present in the zeolite, leading to variations of the surface energy characteristics of the Na(M)Y zeolites and the polymer chain ability of penetration in the zeolite. Thus, Na(Li)Y and NaY induces the complete electroactive -phase crystallization of the crystalline phase of PVDF, while Na(K)Y only induces it partly and Na(Cs)Y is not able to promote the crystallization of the electroactive phase. Furthermore, different ion size/weigh and different interaction with the zeolite framework results in significant variations in the electrical response of the composite. In this way, iinterfacial polarization effects in the zeolite cavities and zeolite-polymer interface, leads to strong increases of the dielectric constant on the composites with lightest ions weakly bound to the zeolite framework. Polymer composite with Na(Li)Y show the highest dielectric response, followed by NaY and Na(K)Y. Zeolite Na(Cs)Y contribute to a decrease of the dielectric constant of the composite. The results show the relevance of the materials for sensor development.

Light-distortion analysis as a possible indicator of visual quality after refractive lens exchange with diffractive multifocal intraocular lenses

METHODS: Refractive lens exchange was performed with implantation of an AT Lisa 839M (trifocal) or 909MP (bifocal toric) IOL, the latter if corneal astigmatism was more than 0.75 diopter (D). The postoperative visual and refractive outcomes were evaluated. A prototype light-distortion analyzer was used to quantify the postoperative light-distortion indices. A control group of eyes in which a Tecnis ZCB00 1-piece monofocal IOL was implanted had the same examinations. RESULTS: A trifocal or bifocal toric IOL was implanted in 66 eyes. The control IOL was implanted in 18 eyes. All 3 groups obtained a significant improvement in uncorrected distance visual acuity (UDVA) (P < .001) and corrected distance visual acuity (CDVA) (P Z .001). The mean uncorrected near visual acuity (UNVA) was 0.123 logMAR with the trifocal IOL and 0.130 logMAR with the bifocal toric IOL. The residual refractive cylinder was less than 1.00 D in 86.7% of cases with the toric IOL. The mean light-distortion index was significantly higher in the multifocal IOL groups than in the monofocal group (P < .001), although no correlation was found between the light-distortion index and CDVA. CONCLUSIONS: The multifocal IOLs provided excellent UDVA and functional UNVA despite increased light-distortion indices. The light-distortion analyzer reliably quantified a subjective component of vision distinct from visual acuity; it may become a useful adjunct in the evaluation of visual quality obtained with multifocal IOLs.

Specification and testing of multiplicative time-varying GARCH models with applications

In this article, we develop a specification technique for building multiplicative time-varying GARCH models of Amado and Teräsvirta (2008, 2013). The variance is decomposed into an unconditional and a conditional component such that the unconditional variance component is allowed to evolve smoothly over time. This nonstationary component is defined as a linear combination of logistic transition functions with time as the transition variable. The appropriate number of transition functions is determined by a sequence of specification tests. For that purpose, a coherent modelling strategy based on statistical inference is presented. It is heavily dependent on Lagrange multiplier type misspecification tests. The tests are easily implemented as they are entirely based on auxiliary regressions. Finite-sample properties of the strategy and tests are examined by simulation. The modelling strategy is illustrated in practice with two real examples: an empirical application to daily exchange rate returns and another one to daily coffee futures returns.

PEGylated DOTA-AHA-based Gd(III) chelates – A relaxometric study

Three PEGylated derivatives of 1,4,7,10-tetraazacyclododecane-1-((6-amino)hexanoic)-4,7,10-triacetic acid) (DOTA-AHA) with different molecular weights were prepared and characterized. Their Gd(III) chelates were studied in aqueous solution using variable-temperature 1H nuclear magnetic relaxation dispersion (NMRD) and 17ONMR spectroscopy in view of the determination of their relaxivity and the parameters that govern it. The relaxivity varied from 5.1 to 6.5 mM-1.s-1 (37 ºC and 60 MHz) with the increasing molecular weight of the PEG chain, being slightly higher than that of the parent chelate Gd(DOTA-AHA), due to a small contribution of a slow global rotation of the complexes. A variable temperature 1H NMR study of several Ln(III) chelates of DOTA-A(PEG750)HA allowed the determination of the isomeric M/m ratio (M = square antiprismatic isomer and m = twisted square antiprismatic isomer, the latter presenting a much faster water exchange) which for the Gd(III) chelate was estimated in circa 1:0.2, very close to that of [Gd(DOTA)]-. This explains why the PEGylated Gd(III) chelate has a water rate exchange similar to that of [Gd(DOTA)]-. The predominance of the M isomer is a consequence of the bulky PEG moiety which does not favor the stabilization of the m isomer in sterically crowded systems at the substituent site, contrary to what happens with less packed asymmetrical DOTA-type chelates with substitution in one of the four acetate C(α) atoms.