34 resultados para VaR (Valor-em-Risco) paramétrico


Relevância:

30.00% 30.00%

Publicador:

Resumo:

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Pós-graduação em Agronomia (Energia na Agricultura) - FCA

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Pós-graduação em Zootecnia - FCAV

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Pós-graduação em Aquicultura - FCAV

Relevância:

30.00% 30.00%

Publicador:

Resumo:

The work consists of analyzing the risk management of investments by applying statistical concepts, economic and mathematical models considering the assets on the market on renowned financial institution. The assessment of these risks becomes increasingly interesting in view of minimizing your losses thus maximizing your chances of gains in both markets boom as extreme uncertainty, even with the sudden changes of scenery. Introducing concepts of investment funds, as well as the classification of the types of funds as funds management and equity, its guidelines, the concept of market investment funds. The types of assets comprising the investment funds, their taxation rules beyond the incidents that market widely used by investors and skilled people, both physical and legal, who keep their resources in this modality. With the historical data collected yields of investment funds of the Bank of Brazil, is an accomplished inflation adjustment and calculated the mean and variance for the verification of the model of Markowitz efficient frontier, a method used as investment analysis. This scan is used Matlab to obtain the set (or border) efficient portfolios. Once verified such data, there will be a critique of the Markowitz model as a quadratic programming and more coherent risk measures currently studied as VaR and CVaR minimizing the expected error, approaching our studies of current research. It is found that such studies have much to be explored, since there are many discussions about how effectively measure risk investments such as its characteristic and behavior, using a time series and volatility

Relevância:

30.00% 30.00%

Publicador:

Resumo:

The knowledge of risk of carried during pregnant is essential for an appropriate treatment using educational and preventives actions to mother for a good care of their oral health and that of children. The main objective of present retrospective study was to identify the risk of caries of pregnants (aged 15-44, mean= 25 years) came to clinic of Preventive Odontology of Araraquara-UNSEP from 1999 to 2007, using 166 medical records obtained by the third pregraduate year students, following the pre-established guidelines. The information collected includes: classification of caries risk diagnosis, pregnancy trimester, carbohydrates ingestion (between or during foods), dental plaques (O'Leary's plaque control registry) and the number of teeth with caries. The statistical analysis used the Chi2 and ANOVA tests. Most of patients showed a 25 % or more of teeth surfaces with dental plaques (92.1 %) and carbohydrates consumption among foods (89.2 %). The mean (SD) of carried and restores teeth was of 7.9 (5.1) and 4.0 (3.4), respectively and the posterior teeth were the more involved by caries/restorations. As regards the diagnosis of caries risk, classification of high risk was observed in the 38.5 % of pregnants, moderate in the 47.6 %) and low in the 13.9 %. There was a statistically significant association (p= 0.001) between the carbohydrates consumption and the diagnosis of caries risk. The plaque's rate was similar in the different trimesters of pregnancy (f= 0.223; p= 0.803). The caries risk of most pregnant women was high or moderate and it was associated with the consumption of carbohydrates.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Introduction: physical exercise has been recommended as a non-pharmacological, therapeutic strategy in the treatment of important cardiovascular risk factors. Objective: to analyze the impact of an exercise program, tailored to the reality of the Family Health Units (FHU), on body composition, cardiovascular risk factors and Framingham score in obese postmenopausal. Methods: 70 women between 50 and 79 years, sedentary, obese and without menstruating for at least twelve months, were randomly assigned to a trained group (TG) (n = 35) and an untrained (GnT) (n = 35). The GT took 20 weeks of a physical exercise program with three weekly sessions, consisting of monitoring activities and heating (10 minutes), 25 minutes of exercise flexibility and strength, 50 minute walk with intensity between 50-65% of VO2max and 5-minute cool-down. The GnT was instructed to maintain their normal activities. Results: TG showed significant reductions in body mass index (30,1+3,7 vs. 29,3+3,7; p=0,0001), waist circumference (93,3+10,3 vs. 89,1+10,4; p=0,0001), percentage of fat (54,2+2,9 vs. 53,2+3,3; p=0,0001), systolic blood pressure (128,0+14,6 vs. 119,2+10,3; p=0,0001), triglycerides (148,4+66,1 vs. 122,8+40,7; p=0,006), VLDL cholesterol (29,7+13,2 vs. 24,5+8,0; p=0,005) and Framingham score (13,08+4,0 vs. 11,77+4,1; p=0,010). In the untrained group were observed significant increases in the percentage of fat (55,0+4,0 vs. 57,0+3,8; p=0,0001), systolic blood pressure (128,6+10,5 vs. 133,7+12,0; p=0,001), fasting glucose (95,2+18,4 vs. 113,7+28,8; p=0,001) and Framingham score (12,82+3,2 vs. 13,91+4,0; p=0,043), but also decreases levels of HDL cholesterol (55,1+10,5 vs. 51,7+11,0; p=0,017). Conclusion: the exercise program, adapted to the conditions of FHU, was effective in reducing cardiovascular risk factors in obese postmenopausal women served by the SUS program.