Aplicação do modelo de Elton-Gruber para a construção de carteira no índice PSI-20

Os mercados financeiros têm um papel fundamental na dinamização das economias modernas. Às empresas cotadas oferece o capital necessário para impulsionar o seu crescimento e aos investidores individuais proporciona a diversificação das suas carteiras, usufruindo desta forma do crescimento e da vitalidade da economia mundial. A gestão de carteiras de ativos financeiros constitui uma área que procura apresentar mecanismos para a obtenção de uma relação ótima entre retorno e risco. Neste sentido, inúmeros estudos têm contribuído de forma significativa para a eficiência e para a prática desta técnica. Esta dissertação pretende analisar a metodologia desenvolvida por Elton-Gruber para a construção de carteiras otimizadas e aplicar as técnicas subjacentes ao mercado acionista português. Para o efeito, serão realizadas pesquisas em fontes bibliográficas da especialidade e serão consultadas bases de dados de cotações históricas das ações e do índice de mercado nacional. A aplicação incidiu sobre ações cotadas no índice PSI-20 durante o período compreendido entre 2010 e 2014. No intuito de melhorar a compreensão das séries de retornos das amostras, o estudo de caráter quantitativo também recorreu à análise estatística. As evidências mostram que a carteira otimizada, no período em análise, contém apenas as ações da empresa Portucel. Este resultado estará condicionado pelos efeitos da crise financeira que iniciou em 2008.

From the portolan chart of the mediterranean to the latitude chart of the atlantic

Thesis submitted to the Instituto Superior de Estatística e Gestão de Informação da Universidade Nova de Lisboa in partial fulfillment of the requirements for the Degree of Doctor of Philosophy in Information Management – Geographic Information Systems

Information Society in Croatia, Landsc@pes of Knowledge for Development

Sabbatical Studies Report

The vaccination of human beings with a live avirulent strain of Trypanosoma cruzi: a new series of volunteers

Five human volunteers were vaccinated with a live avirulent strain of Trypanosoma cruzi and followed-up for one year. Except for a few cases of questionable results presented by only one Laboratory, ali the other clinicai, parasitological and serological tests remained negative during that period.

Tumors of the Brachial Plexus in a Tertiary Referral Center: a Case Series and Literature Review

Introduction: Brachial plexus (BP) tumors are very rare tumors, with less than 800 cases been described in the literature worldwide since 1970. These tumors often present as local or radicular pain, with scant or no neurological deficits. These symptoms are shared by many other more common rheumatologic diseases, thus making their diagnosis difficult in most cases. Additionally, these tumors often present as lumps and are therefore biopsied, which carries a significant risk of iatrogenic nerve injury. Material and Methods: In this paper the authors describe their experience with the management of 5 patients with BP tumors followed up for at least 2 years. There were 4 males and 1 female. Median follow-up time was 41 ± 21 months. Average age at diagnosis was 40,0 ± 19,9 years. The most common complaints at presentation were pain and sensibility changes. All patients had a positive Tinel sign when the lesion was percussed. In all patients surgery was undertaken and the tumors removed. In 4 patients nerve integrity was maintained. In one patient with excruciating pain a segment of the nerve had to be excised and the nerve defect was bridged with sural nerve grafts. Results: Pathology examination of the resected specimens revealed a Schwannoma in 4 cases and a neurofibroma in the patient submitted to segmental nerve resection. Two years postoperatively, no recurrences were observed. All patients revealed clinical improvement. The patient submitted to nerve resection had improvement in pain, but presented diminished strength and sensibility in the involved nerve territory. Conclusion: Surgical excision of BP tumors is not a risk free procedure. Most authors suggest surgery if the lesion is symptomatic or progressing in size. If the tumor is stationary and not associated with neurological dysfunction a conservative approach should be taken.

Historical Roots of Histrionic Personality Disorder

Histrionic Personality Disorder is one of the most ambiguous diagnostic categories in psychiatry. Hysteria is a classical term that includes a wide variety of psychopathological states. Ancient Egyptians and Greeks blamed a displaced womb, for many women's afflictions. Several researchers from the 18th and 19th centuries studied this theme, namely, Charcot who defined hysteria as a "neurosis" with an organic basis and Sigmund Freud who redefined "neurosis" as a re-experience of past psychological trauma. Histrionic personality disorder (HPD) made its first official appearance in the Diagnostic and Statistical Manual of Mental Disorders II (DSM-II) and since the DSM-III, HPD is the only disorder that kept the term derived from the old concept of hysteria. The subject of hysteria has reflected positions about health, religion and relationships between the sexes in the last 4000 years, and the discussion is likely to continue.

Lime-metakaolin mortars for historical buildings repair: study of the hardening reaction

International Conference Durable Structures: from construction to rehabilitation. Lisbon, LNEC, 31 May-1 June 2012

Minimally Invasive Repair of Morgagni Hernia - A Multicenter Case Series

Children may benefit from minimally invasive surgery (MIS) in the correction of Morgagni hernia (MH). The present study aims to evaluate the outcome of MIS through a multicenter study. National institutions that use MIS in the treatment of MH were included. Demographic, clinical and operative data were analyzed. Thirteen patients with MH (6 males) were operated using similar MIS technique (percutaneous stitches) at a mean age of 22.2±18.3 months. Six patients had chromosomopathies (46%), five with Down syndrome (39%). Respiratory complaints were the most common presentation (54%). Surgery lasted 95±23min. In none of the patients was the hernia sac removed; prosthesis was never used. In the immediate post-operative period, 4 patients (36%) were admitted to intensive care unit (all with Down syndrome); all patients started enteral feeds within the first 24h. With a mean follow-up of 56±16.6 months, there were two recurrences (18%) at the same institution, one of which was repaired with an absorbable suture; both with Down syndrome. The application of MIS in the MH repair is effective even in the presence of comorbidities such as Down syndrome; the latter influences the immediate postoperative recovery and possibly the recurrence rate. Removal of hernia sac does not seem necessary. Non-absorbable sutures may be more appropriate.

Vista Alegre: the decline of an historical company

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

Time series morphological analysis applied to biomedical signals events detection

Dissertation submitted in the fufillment of the requirements for the Degree of Master in Biomedical Engineering

Pig bite in Brazil: a case series from a teaching hospital

A retrospective survey done from 1987 till 1990 revealed that 23 patients bitten by pigs sought medical help at a teaching hospital in Uberlândia, in southeastern Brazil. Most cases (21) were from Uberlândia. The cases were evenly distributed by month and by year; most of them (14/16; 87.5%) occurred between 7. OOa.m. and 7.00 p. m. The male to female ratio was 6.7:1. Age ranged from 6 to 73 (mean 38.95 ± SD 22.06, median 36). The bites were more common on the upper limbs, particularly on the forearms. In 11(47.8%) cases the injury was described as deep. In most cases where information was available the injury was related to capture, transport or immobilisation ofthe pigfor slaughter. The following medical procedures were performed: local cleansing in 19(82.6%) cases, rabies vaccine (12; 52.2%), antirabies serum (2; 8.7%), suturing (6; 26.1%) and tetanus vaccine (12; 52.2%). There was no case of infection at the bite site, neither of rabies or tetanus. By our data, the annual incidence of pig bite in Uberlândia can be estimated to be about 1.5/100.000.

Chromatic reintegration of historical mortars with lime-based pozzolanic consolidant products

3rd Historic Mortars Conference, 11-14 September 2013, Glasgow, Scotland

Structural time series models and the Kalman filter: A concise review

The continued increase in availability of economic data in recent years and, more importantly, the possibility to construct larger frequency time series, have fostered the use (and development) of statistical and econometric techniques to treat them more accurately. This paper presents an exposition of structural time series models by which a time series can be decomposed as the sum of a trend, seasonal and irregular components. In addition to a detailled analysis of univariate speci fications we also address the SUTSE multivariate case and the issue of cointegration. Finally, the recursive estimation and smoothing by means of the Kalman filter algorithm is described taking into account its different stages, from initialisation to parameter s estimation.