Análise de risco em carteiras

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

Sucessão estratigráfica do Andar Alagoas na Serra do Tonã, Bacia do Tucano (BA)

STRATIGRAPHIC SUCCESSION OF ALAGOAS STAGE ON SERRA DO TONÃ, TUCANO BASIN (BAHIA). Located in northeast of Bahia, serra do Tonã is a NS elongated plateau that standsout in the flattened relief of Tucano Basin. The stratigraphic succession belongs to the Aptian post-rift sequence of this basin. Based on facies analysis, vertical stratigraphic profiles and satelite images interpretation, three stacked stratigraphic units were recognized: (1) lower carbonate unit, composed by laminated limestones and breccias, 5 m thick, correlated with Camadas Batateira of Arripe Basin; (2) intermediate siliciclastic unit, 100m thick and made of sandstones exhibiting finning upward cycles, overlaid by mudstones and sandstones wich sedimentary structures suggest action of tidal currents and (3) upper carbonate unit, composed by laminated limestones, 2-10 m thick, related with Santana Formation, that record lacustrine environment with possible marine influence. Paleocurrent analysis indicates proviniance from north and paleoflows towards south, similar to the Aptian fluvial facies of Araripe Basin, showing that both basins integrated the same continental paleodrainage

O impacto da utilização do Home Broker sobre o custo de transação no mercado financeiro, alocação de carteira e assimetria de informação

O Objeto de estudo dessa monografia é a introdução de uma ferramenta como o Home Broker no mercado acionário brasileiro, e como essa ferramenta impactou as aplicações dos investidores domésticos. A análise desse trabalho pretende avaliar o mercado sob a ótica de três características principais: custos de transação, alocação de carteira e assimetria de informação

Considerações sobre o gerenciamento da construção civil em obras residenciais verticais

The civil construction is an industrial sector of great economic importance and that it comes exponentially growing in the country. However, this activity is deficient in its management processes, and in this context that the management of construction as a way of organizing and controlling all the technical and construction of an enterprise. The literature shows that the manager has a key role throughout the process of planning, execution and analysis of the results of the work being of prime importance that all steps have its due attention in order to avoid any technical problems or lack information. The management’s main objective is the transparency of technical and financial information to investors and their assessments of physical and financial performances of the work intervened positively in quality, deadlines and costs. In this sense, this paper aims to present consideration about the proper management of a residential development in vertical construction

Situação Espacial de Franquias na América do Sul: morfologia e centralidade urbanas em cidades médias da Argentina, Brasil e Chile

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

Otimização de portfólio utilizando como métricas de retorno medidas de posição central

This paper consists in applying the Modern Theory of Portfolio (MPT) using central position measurements for modeling the return on investment fund of a renowned financial institution and compare with the Medium- CVaR model. The measurement of risks and returns becomes increasingly important for investors to minimize their losses to maximize thus their possibilities of earnings, taking into account sudden change scenarios. We present concepts of investment funds used as data and research on central position measurements to determine which measure was more suitable. To assemble the Efficient Frontier of assets considering the method proposed measure of central position-CVaR position is used MatLab. Then, after getting the Frontier, it was possible to compare it with the Medium-CVaR model, already proven effective. Finally, we analyze the viability of the proposed model in portfolio management

Glória e tragédia: a dualidade da prestação de contas do Sport Club Corinthians Paulista em seus relatórios de sustentabilidade

Pós-graduação em Comunicação - FAAC

Adição de plasma bovino em salmouras para injeção de coxão duro bovino (m. Biceps femoris) e seus efeitos no pH e na carga microbiana de bifes cozidos embalados à vácuo e mantidos sob refrigeração

The physical (pH) and microbiological (psychotrofi c microorganisms and lactic bacteria) characteristics of beef outside round (m. Biceps femoris) injected (15%) with brines free of polyphosphates containing and sodium lactate or sodium lactate and sodium diacetate and liquid bovine plasma (PLL and PLO) or dehydrated bovine plasma (PDL, PDO) were evaluated along with beef cuts injected with brines free from plasma, but containing polyphosphates and bacteriostatic agents (CL and CO) and non injected beef cuts (IN), comprising seven treatments of cooked and vacuum packaged beef steaks stored under refrigeration (6ºC) during 43 days. No differences in pH were detected among raw or cooked injected treatments, although IN showed lower pH value in raw beef cuts. The addition of liquid or dehydrated bovine plasma did not affect the microbial load after whole muscles pasteurization, but increased the bacterial counts in cooked beef steaks during refrigerated storage, comparing to treatments with no plasma addition (CL and CO). The storage temperature (6ºC), usually found during commercialization of meat increased the microorganisms growth rate affecting the microbiological quality, especially when plasma was added to the brine.

A criança difícil do século algumas configurações do esporte no velho e no novo milênio

The purpose of this article is through a brief review of some studies about the sport, check that the commodification of sporting activity, a process intensified in the late twentieth century, would corrupt its secularized and playful essence. In this sense, it discusses how athletes have left the "love for the shirt", and the sport, his romantic practice in exchange for the interests of advertisers and investors.

Os desafios da House Agency: estudo de caso sobre “agência da casa” de uma empresa varejista da cidade de Bauru/SP

After the Technological Revolution, the world has undergone many social and behavioral changes that have forced companies to rethink their methods of communication in marketing. Marketing is a strategic business sector with a focus on research into the demands and needs of its customers looking beyond a quality product. Thus, to generate and mediate communication between company and client came the Communication Agencies, third party companies that provide communications services to several companies, and the House Agencies, which constitute a communication area of the company. This paper presents a survey of House Agency, its functioning, structure, demands, functional profile and presents a case study on the House of Agency retail company \\\"Supermarkets Trust\\\", pointing out the strengths and weaknesses that the company faces when choosing structuring an agency of the house.

Avaliação técnico-econômica da produção de enzimas celulolíticas por fermentação em estado sólido

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Estratigrafia do Andar Alagoas na sub-bacia do Tucano Norte, Bahia

Pós-graduação em Geociências e Meio Ambiente - IGCE