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

Avaliação da apoptose e resposta Th17 em modelo murino de esporotricose

Pós-graduação em Biociências e Biotecnologia Aplicadas à Farmácia - FCFAR

Práticas sanitárias e percepção de risco de produtores de bovinos de corte no Pantanal de Mato Grosso do Sul

Pós-graduação em Medicina Veterinária - FCAV

Expressão gênica e proteica da cox-2 e c-Kit em neoplasias mamárias de cadelas

Pós-graduação em Medicina Veterinária - FCAV

Utilização do modelo da barganha de Nash na seleção de carteiras

This paper discussed the model of Nash bargaining (NASH, 1950, 1953), which its arbitration function is invariant for the linear transformations. A more robust model was proposed with respect to the incommensurable effect. The result obtained by the optimization process was not influenced by the units or the amplitude values of these measures. The risk and the return is measured in portfolios of assets and defined a risk metric, return and a method to handle the risk and return. For this, we made a review on the main characteristics of Brazilian industry funds and their evolution over the past years, in addition to treating on the risk in the financial market, the importance of portfolio selection and the Markowitz Model. Are made closing remarks, an analysis of the results, some suggests, concerns and how such concerns can be improved and / or explored in future studies

Estudo comparativo entre o modelo analítico de Domenico (1987) e Wexler (1992) e suas implicações no gerenciamento de passivos ambientais

Pós-graduação em Geociências e Meio Ambiente - IGCE

Modelo fuzzy estimando tempo de internação por doenças cardiovasculares

Abstract A fuzzy linguistic model based on the Mamdani method with input variables, particulate matter, sulfur dioxide, temperature and wind obtained from CETESB with two membership functions each was built to predict the average hospitalization time due to cardiovascular diseases related to exposure to air pollutants in São José dos Campos in the State of São Paulo in 2009. The output variable is the average length of hospitalization obtained from DATASUS with six membership functions. The average time given by the model was compared to actual data using lags of 0 to 4 days. This model was built using the Matlab v. 7.5 fuzzy toolbox. Its accuracy was assessed with the ROC curve. Hospitalizations with a mean time of 7.9 days (SD = 4.9) were recorded in 1119 cases. The data provided revealed a significant correlation with the actual data according to the lags of 0 to 4 days. The pollutant that showed the greatest accuracy was sulfur dioxide. This model can be used as the basis of a specialized system to assist the city health authority in assessing the risk of hospitalizations due to air pollutants.

Fatores de risco associados à disfunção temporomandibular dolorosa em adolescentes

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Efeitos da ciclosporina na lesão renal por isquemia-reperfusão em ratos: estudo em modelo experimental

Pós-graduação em Anestesiologia - FMB

Simulação sequencial na interpolação dos dados de entrada ou saída do modelo de lixiviação do software Araquá

Pós-graduação em Agronomia (Irrigação e Drenagem) - FCA

Avaliação da erosão hídrica e transporte de sedimentos através do modelo hidrossedimentológico SWAT (Soil and Water Assessment Tool)

Pós-graduação em Geociências e Meio Ambiente - IGCE

Fatores de risco para casos repetidos de mastite clínica em vacas leiteiras de alta produção

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

Investigação geoambiental de áreas contaminadas com elaboração do modelo conceitual em campo utilizando ferramentas de alta resolução (HRSC)

The Brazilian geo-environmental site characterizations usually do not provide a suitable Conceptual Site Model (CSM). Site assessments are mostly inappropriate and there is a lack of knowledge about the subsurface environment, generated by inconsistent data that will guide risk analyses and remediation projects full of uncertainties, causing delay on closing cases, inefficient remediation and higher global projects costs. The step of data collection must have high priority to develop a suitable CSM,, and it demands more effective high resolution site characterization (HRSC) tools than the traditional ones and, preferably, the decision-making have to be done in the field. This paper presents and discusses two geo-environmental site characterization results, in which the decision-making was done in the field based on high resolution site characterization (HRSC) used together with the traditional ones. These site investigations provided a significant time saving, allowed the detection of subsoil heterogeneities, a proper understanding of the subsurface environmental, and have generated a solid CSM in real-time. These CSM can subsidize remediation projects based on a more reliable data than those that would be obtained in traditional site investigations, concerned just in following the rules established by the environmental agencies.

Ação de vigilância em acidentes do trabalho com o uso Modelo de Análise e Prevenção de Acidentes (MAPA) em Piracicaba/SP

Pós-graduação em Saúde Coletiva - FMB

Metodologia da criação de Galleria mellonella para uso como modelo de infecção e efeitos de Lactobacillus rhamnosus inativado pelo calor in vivo e in vitro, desafiados por Staphylococcus aureus e Escherichia coli

Pós-graduação em Biopatologia Bucal - ICT