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

Concepção de um apart-hotel energicamente eficiente em São João da Boa Vista

A necessidade de se pensar o futuro, bem como a necessidade em atender uma demanda em questão, foram os pontos de partida deste trabalho, que aborda as questões teóricas e práticas do projeto de um Apart-hotel em São João da Boa Vista, utilizando técnicas de eficiência energética. Para alcançar o resultado final, foram abordadas questões como a utilização de cartas bioclimáticas, carta solar, entre outros fatores empregados para se entender e estudar as questões climáticas, bem como o estudo da cidade no que se refere à contextualização do projeto

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

O assoalhamento em Bokermannohyla alvarengai (Anura, Hylidae): história natural e adaptações morfo-fisiológicas

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

Simulação geoestatística e classificação numérica para o delineamento de unidade de mapeamento de atributos e erosão do solo

Pós-graduação em Agronomia (Ciência do Solo) - FCAV

Avaliação da Taxa de Exposição em Exames Radiológicos Realizados em Procedimentos Cirúrgicos - Minimização dos Riscos em Indivíduos Ocupacionalmente Expostos

This paper consists in the evaluation of the exposure rate to ionizing radiation to which professionals working in surgical procedures which require radiological examinations are subjected. Were initially performed real-time readings of exposure rate within four distinct operating rooms during the execution of four surgical procedures that made use of fluoroscopy equipment (including three orthopedic surgeries, one in the shoulder, one in the arm, another for deployment of metal pin in the leg region, and a fourth for vascular procedure); in these surgeries were used ionization chamber detector and an electrometer. In order to check the values achieved, was made a re-evaluation of the distribution of the rate of exposure to radiation, from the surgical procedures, now with thermoluminescent dosimeters (TLDs). For this, thirty TLDs were distributed in the operating rooms, arranged in points of interest as occupation by professionals. The TLDs were prepared for thirty consecutive days, after which they were removed and replaced with new dosimeters not exposed yet. The dosimeters were subjected to reading of the rate of exposure; this procedure was repeated for four months without interruption. The quantification of the results sought primarily to convert the rate of exposure for equivalent dose rate, both in measurements with ionization chamber as in measurements with TLDs, in order to highlight the presence of the biological effect of ionizing radiation for comparisons within scientific context. Then, the results were plotted to establish the relationship between the values of equivalent dose and the distance to the central axis of the x -ray source, confirming the inverse square law for distance. Finally, the values were associated with the maximum limit recommended by the legislation for occupationally exposed individuals. The methodology for the analysis and quantification of the data in this work aims at implementing a work plan that meets ...

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

Alocação de modem PLC utilizando SNR em uma rede elétrica de baixa tensão

Pós-graduação em Engenharia Elétrica - FEIS

Alocação de bancos de capacitores em sistemas de distribuição radiais usando busca dispersa

Pós-graduação em Engenharia Elétrica - FEIS

Heurística especializada aplicada na alocação ótima de bancos de capacitores em sistemas de distribuição radial

Pós-graduação em Engenharia Elétrica - FEIS

Alocação ótima de equipamentos SVC e TCSC na rede de transmissão de energia elétrica

Pós-graduação em Engenharia Elétrica - FEIS

Aperfeiçoamento do método clause-column table para a geração eficiente de implicantes primos

Pós-graduação em Engenharia Elétrica - FEIS

A vacina Escherichia coli J5 é eficiente para prevenção da mastite clínica, redução da intensidade dos sintomas e da contagem de células somáticas, em vacas e novilhas?

Esta revisão avaliou a eficácia da utilização da vacina E. coli J5, na imunização de vacas e novilhas leiteiras no pós-parto, em relação à prevenção de novos casos de mastite clínica, redução na gravidade dos sinais clínicos dos animais acometidos pela enfermidade, assim como na contagem de células somáticas presentes no leite dos animais doentes. O experimento contou com a avaliação dos dados encontrados em seis trabalhos científicos, divididos em dois grupos, três com estudos em vacas e três com estudos em novilhas. A prevenção de casos de mastite clínica foi observada somente em vacas; no grupo das novilhas não houve diferença entre vacinados e não vacinados. Em relação à gravidade dos sinais clínicos dos animais acometidos com mastite, tanto no grupo das novilhas quanto no das vacas, a vacina mostrou-se eficaz, reduzindo custos com tratamentos, descarte de leite e de animais. Sobre a eficácia da vacina em reduzir contagem de células somáticas presentes no leite dos animais com mastite, a vacina não se mostrou eficaz em vacas e novilhas. Análise econômica indica que a vacina E. coli J5 é lucrativa para produtores de leite de grande, médio e pequeno porte, sendo recomendada tanto para vacas quanto para novilhas, por reduzir os custos de produção e facilitar o manejo das granjas leiteiras

Juventude, drogas e biopolítica

In this article, we tackle the issue of youth and drugs as something linked to biopower and biopolitics, both concepts developed by Michael Foucault. Youth and drugs are taken and analyzed in situations involving the management of crime linked to the risks and deviations from the law, abuse and dependence. The youth; irreverent, courageous, healthy, idealistic, and that wanted to change the world for the better as we have seen in the past, is now strongly related to violence, dangerous activities, moral and social risks, drug addiction, criminality, and others negative images. To deal with these young people, tolerance and small punishments of yore are not enough anymore. The young people emerge as a segment of the population subject to various actions and programs. The drugs now are seen as matters of security and public health. There is a shifting and repositioning in the discourse about the young - from minor, drugged, and criminal to lawbreaker, user and drug addict. The change is subtle, but represents a modulation in the devices of social control. Beyond the consent of the young to get rid of drugs, there is a search for the creation of a wide area of monitoring of their behavior through the activation of community protection networks. The belief that the young are more impressionable and vulnerable, and that action on the cause of the problem or risk reduction are the most efficient ways of management, taking responsibility away from personal and family sphere and transferring it to the State, contributes to the increasing control of young people nowadays.

Multivariate analysis for animal selection in experimental research

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