Modelo de covariância bayesiana para seleção de protfólios de investimentos

The portfolio theory is a field of study devoted to investigate the decision-making by investors of resources. The purpose of this process is to reduce risk through diversification and thus guarantee a return. Nevertheless, the classical Mean-Variance has been criticized regarding its parameters and it is observed that the use of variance and covariance has sensitivity to the market and parameter estimation. In order to reduce the estimation errors, the Bayesian models have more flexibility in modeling, capable of insert quantitative and qualitative parameters about the behavior of the market as a way of reducing errors. Observing this, the present study aimed to formulate a new matrix model using Bayesian inference as a way to replace the covariance in the MV model, called MCB - Covariance Bayesian model. To evaluate the model, some hypotheses were analyzed using the method ex post facto and sensitivity analysis. The benchmarks used as reference were: (1) the classical Mean Variance, (2) the Bovespa index's market, and (3) in addition 94 investment funds. The returns earned during the period May 2002 to December 2009 demonstrated the superiority of MCB in relation to the classical model MV and the Bovespa Index, but taking a little more diversifiable risk that the MV. The robust analysis of the model, considering the time horizon, found returns near the Bovespa index, taking less risk than the market. Finally, in relation to the index of Mao, the model showed satisfactory, return and risk, especially in longer maturities. Some considerations were made, as well as suggestions for further work

Fatores de sucesso na implementação de sistemas integrados de gestão empresarial (ERP): estudo de caso em uma média empresa

RAMOS, A. S. M.; OLIVEIRA, M. A. Fatores de sucesso na implementação de sistemas integrados de gestão empresarial (ERP): estudo de caso em uma média empresa. In: ENCONTRO NACIONAL DE ENGENHARIA DE PRODUÇÂO, 22., 2002, Curitiba-PR. Anais... Porto Alegre-RS: ABEPRO, 2002. v. 1.

Análise comparativa e teste empírico da validade dos modelos CAPM tradicional e condicional: o caso das ações da Petrobrás

ALVES, Janaína da Silva. Análise comparativa e teste empírico da validade dos modelos CAPM tradicional e condicional: o caso das ações da Petrobrás. Revista Ciências Administrativas, Fotaleza, v. 13, n. 1, p.147-157, ago. 2007.

análise experimental do efeito da diversificação em carteiras de ações: a relação entre risco e quantidade de ativos sob a ótica da estratégia ingênua

The objective is to analyze the relationship between risk and number of stocks of a portfolio for an individual investor when stocks are chosen by "naive strategy". For this, we carried out an experiment in which individuals select actions to reproduce this relationship. 126 participants were informed that the risk of first choice would be an asset average of all standard deviations of the portfolios consist of a single asset, and the same procedure should be used for portfolios composed of two, three and so on, up to 30 actions . They selected the assets they want in their portfolios without the support of a financial analysis. For comparison we also tested a hypothetical simulation of 126 investors who selected shares the same universe, through a random number generator. Thus, each real participant is compensated for random hypothetical investor facing the same opportunity. Patterns were observed in the portfolios of individual participants, characterizing the curves for the components of the samples. Because these groupings are somewhat arbitrary, it was used a more objective measure of behavior: a simple linear regression for each participant, in order to predict the variance of the portfolio depending on the number of assets. In addition, we conducted a pooled regression on all observations by analyzing cross-section. The result of pattern occurs on average but not for most individuals, many of which effectively "de-diversify" when adding seemingly random bonds. Furthermore, the results are slightly worse using a random number generator. This finding challenges the belief that only a small number of titles is necessary for diversification and shows that there is only applicable to a large sample. The implications are important since many individual investors holding few stocks in their portfolios

Infecção hospitalar associada ao uso de cateter venoso central e a quebra de protocolos pelos profissionais de saúde na UTI de um hospital universitário em Natal/RN

This is a study descriptive cross-sectional and quantitative approaches, which aimed to analyze the association between hospital infection rate for insertion, maintenance of central venous catheter and the breakdown of protocols (rules and routines) by health professionals assisting patients in the ICU of a university hospital in Natal / RN. The process of data collection was through observation with structured form, refers to medical records and structured questionnaires with health professionals. The results were organized, tabulated, categorized and analyzed using SPSS 14.0. The characterization of the subjects was performed using descriptive and inferential statistics, taking into account the nature of the variables, with analysis of variance (ANOVA) and Spearman correlation test, it was a discussion of the information obtained, considering the mean, standard deviation, coefficient of variance and standard error. The variables that showed a higher level of correlation were treated with the application of significance tests. As the results, 71% of participants were female and 29% male, age ranged from 18 to 85 years (52.6 ± 22.5). The insertion, there was a variation from 0 to 5 errors (1.2 ± 1.4), during maintenance, the average was 2.3 ± 0.9 errors, ranging from 0 to 4. During the insertion and maintenance of CVC, patients who had been an infection ranging from 2 to 9 mistakes (4.2 ± 1.7), since those who did not show the variation goes from 0 to 5 errors (2, 8 ± 1.5). The correlation coefficient between the risk of infection throughout the process and the risk of infection at the insertion showed strong and significant (r = 0.845 p = 0.000) and in relation to risk of infection in maintenance was moderate and significant (r = 0.551 p = 0.001). The mistakes made by professionals in the procedures for insertion and maintenance of the catheter, associated with other conditions, shown as a risk factor for the of IH

Análise da efetividade do transplante renal na qualidade de vida dos receptores no estado do Rio Grande do Norte

This study was developed with the aim of analyzing the effectiveness of renal transplantation on quality of life of kidney recipients in the Rio Grande do Norte State. This is a descriptive study with longitudinal design, panel type with quantitative approach to data analysis. The Quality of Life (QoL) of chronic disease kidney patients before and after kidney transplantation was assessed by the WHOQOL-bref, The population consisted of patients in pre and post-renal transplantation, the sample had 63 patients older than 18 years. The study was conducted after approval by the Research Ethics Committee of the Onofre Lopes University Hospital, Federal University of Rio Grande do Norte, No. CAAE 0008.0.294.000-10. Data collection was performed at a referral center for renal transplantation in Rio Grande do Norte, from May 2010 to May 2013. Data were analyzed using descriptive statistics and presented in tables and graphs. For statistical analyzes, Microsoft Excel XP and SPSS 15.0 software were used. The tests used were simple variance (ANOVA), t-test, Mann-Whitney and Wilcoxon test to compare means, and Spearman correlations. P values <0.05 were considered significant. The demographic data showed a predominance of people between 18 and 45 years (68.2%) with a mean age of 39.9 years (SD 12.2), male (63.5%), married (58.7%), with children (51.0%). Regarding the education level was observed that 49.2% of participants had completed primary school, and most did not engage in any work activity (90.4%) during the study period. Hemodialysis was the predominant renal replacement therapy (96.8%) and the average waiting time for execution of transplantation was 1.9 years (SD 1.9). Comparison of QoL before and after transplantation showed significant differences in all areas analyzed, demonstrating that kidney transplantation had a positive impact on QoL in chronic renal patients undergoing kidney transplantation. Sociodemographic factors did not influence the quality of life in this group of patients, indicating that transplantation was the main factor to explain the improvement in quality of life. Thus, the alternative hypothesis of the study was accept, that there is a significant difference in quality of life before and after kidney transplant. It is expected that the results of this study may contribute to the development of strategies to encourage organ donation and kidney transplantation process

Violência, mídia e juventude: análise sobre o discurso adotado pelo jornalismo impresso sobre a realidade violenta de jovens da periferia da cidade do Natal

The work that follows has as its main objective the analysis of the discourse of media, with emphasis on newspapers printed on acts and events involving young offenders. The speech adopted by columnists of newspapers, based on formulas and journalistic practices exist, allows the reader a view of what happened in detail. But this wealth of information, contradictorily, it seems not permit, much less to encourage reflection on the what is being read. All information contained in narrative journalism seem to point to the establishment of maintenance of speech reinante of violence and repression against young offenders, from, and generally in the vast majority of cases, from poor neighborhoods and suburbs of large cities. The whole range of such important issues directly related to violence committed by these young people does not appear, does not appear in the text journalism. Words such as "marginal", "square" reinforce prejudices, stigmas against the youth, putting the company on constant alert against such "criminals", "malandros." The result of the survey was partial, but can conclude about the importance of the media against those social phenomena that amedrontam the society at present

A mídia impressa sergipana nas eleições para governador em 2006: cobertura do Cinform, correio de Sergipe e jornal da cidade

The elections for governor in 2006 with its victory Marcelo Déda Workers Party (PT), were a landmark in the state of Sergipe, for the first time, called progressive fronts (an alliance of parties formed mostly by origin of the left) broke the hegemony of two political groups, Franco and the Alves, whose direction was in force for over 30 years. This study proceeds on the assumption that the print media has certain standards of conduct in covering the election period. Therefore, this study seeks to quantify, classify and compare data from three newspapers more representative of the State of Sergipe (Cinform, Cidade Journal and Correio de Sergipe) to analyze the behavior of these journals, such as private apparatus of hegemony in election coverage 2006. It also uses the concept of hegemony Gramsci and theories of journalism framing (Entman and Porto) and agenda setting (McCombs and Shaw) to identify these patterns

Imagens do medo na mídia: uma análise das representações da violência em Natal-RN

Social violence is one of the phenomena of human life that produce effects on the social imaginary as it is in it that are designed conflicting values concerning what is most vital to humans, such as respect for the strength and the fear of death, pleasure trespass for injury and pain, the rejection of injustice and anger that is born of revolt. The variability of feelings and reasons that constitute violence has required academic knowledge increasingly sensitive reflections that encompass the complexity of its manifestations. The feeling of fear and insecurity which constitute the collective social imagination has caused large changes in the behavior of both individuals and the society as a whole. This study aims to reflect on media representations the social violence in Natal-RN. Through a thematic survey and documentary analysis of three newspapers of Rio Grande do Norte - Tribuna do Norte, Novo Jornal and Jornal Metropolitano - was possible to list events and trace different discursive strategies that lead to receptors ideological interests of class, constitute social and spatial segregations and maximize violations of rights and of the human dignity, with important implications in the construction of social representations concerning the reality of violence

Os crimes de mídia no paradigma democrático constitucional

The criminal responsibility of the media is analyzed when the criteria for production of news and events involving public safety are produced without considering the technical, legal and ethical practice of journalism in the media factors. Freedom of speech, expression of thought, necessary for professional qualifications and constitutional limits, reaching criminal constitutional principles and the possibilities of criminal liability for offenses practiced in the media are present as key factors legal dialogue in this work. The judgment of the Supreme Court on the unconstitutionality of Law nº. 5.250/67 called Media Law caused a gap in the national legal system, forcing the use of the criminal code to address issues that involve crimes produced in media professional performance. The presumption of innocence is ignored by the professional media during a police investigation where the information published does not respect, including constitutional guarantees: the right to privacy, honor and image. The right to information and the duty to inform media are worked in its constitutional aspect, considering that the same information should be produced is guided by the quality and guiding principles of truth. The constitutional concept of media is presented as information with the appropriate language of the news media, produced and disseminated through the vehicles of mass media, whether in print or digital platform. The presented model of the legal right to information is outlined from a constitutional hermeneutics, increasing the production of news as a result of the occupation of journalist in different news platforms, guaranteeing the quality of this prolific law. Under the Freedom of professional activity of the journalist, the constitutional limits are addressed in line with the reality of (non) regulation of their profession, considering the constitutional abuses committed in the exercise of that activity linked to communication fences. Jusphilosophic field reaches the limits of the duty of truth in journalism as a tool for spreading news, respect the audience and compatibility with the constitutional state. Using the conceptual and doctrinal aspects, this criminal offense is parsed from the journalistic practice and the publication of news involving public safety, with the hypothetical field consummation of that crime through the eventual intention. As a form of judgment against these crimes produced in honor media presents the court of the jury as a legitimate form of democratic decision

Natal como destino turístico : um estudo das imagens (re)veladas pela mídia, pelos turistas e suas implicações educacionais e culturais

This thesis is a result of a research on Natal/RN as a tourist destination. We understand that cities are chosen as tourist destinations beyond its cartographic localization, from other dimensions of meanings that, in its set, constitute images. These images are, probably, very different of the images constructed by native and resident populations, who possess relations of identity with the place. The knowledge of the meanings that others attribute to this city as tourist destination, bring us near to the symbolic bonds established by individuals or social groups on the act of their choices, as well as bring us near to the interaction process city-tourists where the expectations are confirmed or not. The images divulgated by the media also participate of the complex formation of the tourist image that is being constructed and available for the different public, in different social contexts. The tourism constitutes a symbolic asset of the modern society, being considered by the studious, as one of the most expressive phenomena of the modernity, for involving each year displacement and the interaction of thousand of people of different cultures in the entire world. All this people s mobilization points to practical social related to personal motivations, to the entailed desired to the idea to travel and to exceed borders. It is already consensus that tourism is a phenomenon of economic growth, generating jobs, income, professional, qualification, bringing improvements for the host cities. Since 1995, in Brazil, the tourism as a sector of the economy, passed to be considered one of the national priorities, and in this perspective, the national politics of the tourism invested in infrastructure of Brazilian cities with high tourist potential, objecting to increase the flows of Brazilian and foreign tourists. Owing to this fact, the country still invests in programs of tourist marketing, mainly divulging the images of the natural beauties of Brazil abroad. And for Brazilians, the campaigns appeal to rescue the feeling to be Brazilian, associating the idea to travel and know its country. Natal city possesses an excellent positioning in the tourist marketing, being predominantly divulgated in national and international level, for its naturalistic singularity, where the images of its natural enchantments as warm water beaches, white dunes, warm weather, constant breeze and an always blue sky are shown as the favorite scene on this city. From what was viewed above that the choice of a tourist destination articulates from a determined imaginary of a place, already constructed or in process of construction, we consider the knowledge of this imaginary a basic learning for the population of the city and especially, for educators, in the formation of professionals in this area and for tourism managers, elaborators of public politics. Based on this estimative, we developed this research that had as a general objective to identify the images that illustrate Natal city as a tourist destination - our objective of study, particularly the meanings and senses attributed by the tourist marketing (hotel s folders) and by the tourists that visited the city during this study. The discussions and reflections that had guided this research had been given from the theoretical link between imaginary and social representation, also considering some interfaces between the fields of communication and symbol. From the studied authors, Baczko (1985) clarifies that the study of social imaginary is directed for the mechanisms and structures of the social life, especially for the intervention accomplishes and efficient of the representations and symbols in the practical collectives, as well as in its direction and orientation . Following this same thought, Moscovici (1978) says that the social representation are produced in communicational and symbolic contexts, and these representations once that already constituted circulate socially as almost tangible entities. Based on this fundament and on the analyze of Barthes (1990), particularly in the approach given to the reading of photographic image, we could observe on hotel s folders that each page evidences senses and meanings of functionality of internal and external spaces, pointing to the way of leisure offered by the keepers of city which is the hotels. About, the leisure that they offer, it is directed to young public, giving meaning to the young myth of personalized leisure tourism on children, young and adults images. The image about security that hotels offer and the singular image of Natal city as a paradise place, provide an idealization of pleasure through the sun, dunes, and beaches and also due to the hospitability of the natives who are assigned as educated . For the tourist that participated on this research, Natal city is tied only by the imaginary of leisure and nature which constitute the emotional link of the relation media-city-tourist. And with such force and fullness of directions the city discloses without tensions and contradictions as a place protected by a mythical and sacred aura. The study also demonstrates us that the potiguar culture remains (almost) forgotten, due to the silenced in this imaginary. In this perspective, we highlight that this culture silence is very close related to the disvalue of education in its general meaning. We defend that the imaginary apprehended constitutes a new reading and a new looking and understanding the tourist reality that comes historically consolidating in this city. In this direction, we glimpse that this study and its future dismemberments can collaborate with the process of rescue the cultural values of the potiguar people, in the way that the meaning of tourist may be redefined, and the tourist image of the city can be also disclosed for its identities particularities of its culture

Uma conversa na escola: o diálogo e a mídia

The dialogue represents an essential condition for the complete realization of the Communication. In Paulo Freire we find a concept of dialogue which expresses itself, fundamentally, in two dimension: on one hand, in the confluence of subjectivities; on the other, in action. Dialogue would not be, therefore, a thinking for , but a thinking with . On the other hand, the media, here understood as synonym of technical media of information and expression is spread all over society as synonym of communication media. In this direction, this paper intends to check if the media allows the dialogue, in the heart of the Freirean concept of communication. We start from the premise that it is not possible to come to an answer if we continue to accept the theoretical approach which polarizes the process of communication between emitter and receptor. By using elements of the ethnomethodology such as the analysis of the conversation and the reflexivity, we dived in the school everyday life of educators and students of an elementary level public school in the city of Natal, capital of Rio Grande do Norte, in order to, through some experiences with the media, corroborate Paulo Freire's ideas, stating the mediation made by the world and seeking a bias for the use of the media to enable a more dialogic education

Entre telas, diálogos e estratégias: formação docente para a mídia televisiva

Cette recherche à comme but montrer l'importance de la formation des enseignants pour la média télévisive. Réaliser le potentiel des stratégies de formation, comme des éléments essentiels pour faire les enseignants professionnels capables de développer des interventions éducatives pour la lecture critique de la média télévisive. le travail repose sur l'apport conceptuel prévu spécialement par Belloni (2001), Buckingham (2005, 2007), Elias (1998), Fantin (2007), Fischer (2001, 2007), Imbernón (2009), Placco e Souza (2006), Ramalho, Nuñez e Gauthier (2004) e Tardif (2002). Organiser un groupe de discussion avec la participation des enseignants dans les écoles publiques de ville, en ayant des réunions périodiques pour la réalisation de discussions autour de l'arbre de la média télévisive et l'éducation. Le travail emploie des stratégies de formation, en ayant le but de promouvoir le développement de l'enseignement et l'apprentissage des enseignants concernés. Il utilise la méthodologie de recherche-action-formation, en se fondant sur des déclarations de Thiollent (2007) et de Vosgerau (2009). Ce travail applique l'analyse du contenu de Bardin (2009), pour aider à l'organisation des catégories émergées à partir des données recueillies. Il croit à une possible spécificité de la formation des enseignants pour l'utilisation critique de la média télévisive, en considérant le potentiel créatif de l'enseignant, le contexte personnel et de la performance professionnelle, leurs expériences avec les médias de télévision, ainsi que celles des étudiants, et la capacité de réfléchir sur la pratique, et c'est ça la thèse de cette recherche

A produção biopolítica do corpo saudável: mídia e subjetividade na cultura do excesso e da moderação

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior

A Produção biopolítica do corpo saudável: mídia e subjetividade na cultura do excesso e da moderação

Recognizing the plans left by Foucault as legitimate, for those that the struggle to fight against all forms of way of life subjection takes an important role on human being existence, this thesis questions the impacts of body planning on health specialized media on the production of the contemporary subjectivity. Having the Saúde! magazine as this thesis empirical field, it discusses the subjectivity processes centered on the realization of many bodily practices destined to a perfect body self-construction, finding suitable conditions for a narcissistic development of the new ways of social regulation on hypermodern societies. Our central argument, refering to a specific reflection about the body, media and subjectivity, is that the body promoting over the health specialized media makes possible the creation of new existential territories, configuring the healthy body bio-political production by a subjectivity process open to experimenting and to self-invention. Bodily subjectivity process centered on body self-construction, simultaneously generating human subjectivity singularization and massification, evidencing escape routes to build a body health existential perspective. In this thesis we seek to point not only the historically hegemonic forms of being healthy, but mainly the forces that nowadays question these forms, making possible the thought of other ways to live the health of the body, starting from the subjectivity singularization