Flow regime prediction via froude number calculation in a rock-bedded stream

Mathematical predictions of flow conditions along a steep gradient rock bedded stream are examined. Stream gage discharge data and Manning's Equation are used to calculate alternative velocities, and subsequently Froude Numbers, assuming varying values of velocity coefficient, full depth or depth adjusted for vertical flow separation. Comparison of the results with photos show that Froude Numbers calculated from velocities derived from Manning's Equation, assuming a velocity coefficient of 1.30 and full depth, most accurately predict flow conditions, when supercritical flow is defined as Froude Number values above 0.84. Calculated Froude Number values between 0.8 and 1.1 correlate well with observed transitional flow, defined as the first appearance of small diagonal waves. Transitions from subcritical through transitional to clearly supercritical flow are predictable. Froude Number contour maps reveal a sinuous rise and fall of values reminiscent of pool riffle energy distribution.

Dynamic Performance Evaluation of Canadian Fixed-Income Funds using Markov Regime Switching Models

This thesis examines the performance of Canadian fixed-income mutual funds in the context of an unobservable market factor that affects mutual fund returns. We use various selection and timing models augmented with univariate and multivariate regime-switching structures. These models assume a joint distribution of an unobservable latent variable and fund returns. The fund sample comprises six Canadian value-weighted portfolios with different investing objectives from 1980 to 2011. These are the Canadian fixed-income funds, the Canadian inflation protected fixed-income funds, the Canadian long-term fixed-income funds, the Canadian money market funds, the Canadian short-term fixed-income funds and the high yield fixed-income funds. We find strong evidence that more than one state variable is necessary to explain the dynamics of the returns on Canadian fixed-income funds. For instance, Canadian fixed-income funds clearly show that there are two regimes that can be identified with a turning point during the mid-eighties. This structural break corresponds to an increase in the Canadian bond index from its low values in the early 1980s to its current high values. Other fixed-income funds results show latent state variables that mimic the behaviour of the general economic activity. Generally, we report that Canadian bond fund alphas are negative. In other words, fund managers do not add value through their selection abilities. We find evidence that Canadian fixed-income fund portfolio managers are successful market timers who shift portfolio weights between risky and riskless financial assets according to expected market conditions. Conversely, Canadian inflation protected funds, Canadian long-term fixed-income funds and Canadian money market funds have no market timing ability. We conclude that these managers generally do not have positive performance by actively managing their portfolios. We also report that the Canadian fixed-income fund portfolios perform asymmetrically under different economic regimes. In particular, these portfolio managers demonstrate poorer selection skills during recessions. Finally, we demonstrate that the multivariate regime-switching model is superior to univariate models given the dynamic market conditions and the correlation between fund portfolios.

El derecho económico como instrumento de desarrollo para mejorar la calidad de vida un estudio social, político y jurídico de la ecología y medio ambiente en México por Rufino González Villagómez

Tesis (Maestría en Derecho Público) U. A. N. L.

Ubicación y función del derecho fiscal en el marco jurídico mexicano (el derecho fiscal subrama del derecho tributario por Oscar Rebolledo Herrera

Tesis (Maestría en Derecho Fiscal) U. A. N. L.

Régimen jurídico de las adicciones en México [por] José Cuauhtémoc Solís Olivares

Tesis (Maestría en Derecho Público) U.A.N.L.

Análisis jurídico del título ejecutivo contenido en el artículo 48 de la Ley de Organizaciones y Actividades Auxiliares de Crédito por Camilo Villarreal Alvarez

Tesis (Maestría en Derecho Mercantil) U.A.N.L.

La institución afianzadora y las garantías de recuperación en el sistema jurídico mexicano

[Tesis] (Maestría en Derecho Mercantil) U.A.N.L.

Devolución de cuotas obrero patronales sin intereses. Análisis jurídico del artículo 299 de la Ley del Seguro Social

[Tesis] ( Maestría en Derecho Fiscal) U.A.N.L.

Análisis jurídico de los dividendos en las Sociedades Anónimas Mexicanas

[Tesis] ( Maestría en Ciencias Penales) U.A.N.L.

Análisis jurídico del personal con capacidades diferentes en las empresas

Tesis ( Maestro en Derecho Laboral) U.A.N.L.

Análisis jurídico del Sistema Estatal de Planeación de Desarrollo Urbano del Estado de Nuevo León

Tesis (Maestría en Derecho Público) U.A.N.L.

Análisis jurídico de la defraudación y la evasión físcal

[Tesis] (Maestría en Derecho Fiscal) U.A.N.L.

Teoría del hecho jurídico, individual y social

UANL

Le taux de change effectif reel et le regime des echanges: leur role dans le developpement economique.

Rapport de recherche