950 resultados para value-at-risk (VaR)


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

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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

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

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Caring teachers have been identified as a critical component of successful interventions with at-risk students, however just what constitutes a caring teacher is less well understood. Specifically, what are the behaviors, characteristics, and beliefs of caring teachers, and how are they impacted by the contexts within which they work? The purpose of this multiple case study was to understand more about caring teachers who work with at-risk students in secondary schools located in a Midwestern city and thereby to add complexity to the literature. Two middle school teachers and two high school teachers were recruited to participate. They were observed on multiple occasions and interviewed twice. The data from these observations and interviews were initially analyzed case by case; the cross case analysis based on the results from the individual case resulted in 6 themes that were present across the four cases. The following themes were identified: the role of relationships, perspective on at-risk students, providing opportunities for students to develop a positive sense of themselves, the value of a positive classroom experience for both students and teacher, negotiating power, and flexibility. Implications of this research for psychologists, educators, and policy makers, as well as future research are also discussed.

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Irrigators in the Republican Basin and in parts of the North Platte Basin must learn to incorporate multiple year drought risk into their management plans, as they adapt to the limitations imposed by five-year pumping allocations. A major concern involves the implications of being water-short during the later years of the allocation period, because of an accumulative rainfall shortage or drought. Currently, producers can either ignore the risk of substantially lower incomes if their allocation is exhausted too soon, or reduce the risk by using less water early in the allocation period. The latter approach, however, may substantially reduce the present value of total net income over the five-year period. Alternatively, in the future it may be possible to use weather derivatives to manage income risk.

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In this paper, we proposed a new three-parameter long-term lifetime distribution induced by a latent complementary risk framework with decreasing, increasing and unimodal hazard function, the long-term complementary exponential geometric distribution. The new distribution arises from latent competing risk scenarios, where the lifetime associated scenario, with a particular risk, is not observable, rather we observe only the maximum lifetime value among all risks, and the presence of long-term survival. The properties of the proposed distribution are discussed, including its probability density function and explicit algebraic formulas for its reliability, hazard and quantile functions and order statistics. The parameter estimation is based on the usual maximum-likelihood approach. A simulation study assesses the performance of the estimation procedure. We compare the new distribution with its particular cases, as well as with the long-term Weibull distribution on three real data sets, observing its potential and competitiveness in comparison with some usual long-term lifetime distributions.

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Ingestion of vegetables containing heavy metals is one of the main ways in which these elements enter the human body. Once entered, heavy metals are deposited in bone and fat tissues, overlapping noble minerals. Slowly released into the body, heavy metals can cause an array of diseases. This study aimed to investigate the concentrations of cadmium, nickel, lead, cobalt and chromium in the most frequently consumed foodstuff in the Sao Paulo State, Brazil and to compare the heavy metal contents with the permissible limits established by the Brazilian legislation. A value of intake of heavy metals in human diets was also calculated to estimate the risk to human health. Vegetable samples were collected at the Sao Paulo General Warehousing and Centers Company, and the heavy metal content was determined by atomic absorption spectrophotometry. All sampled vegetables presented average concentrations of Cd and Ni lower than the permissible limits established by the Brazilian legislation. Pb and Cr exceeded the limits in 44 % of the analyzed samples. The Brazilian legislation does not establish a permissible limit for Co contents. Regarding the consumption habit of the population in the Sao Paulo State, the daily ingestion of heavy metals was below the oral dose of reference, therefore, consumption of these vegetables can be considered safe and without risk to human health.

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The objective of this study was to estimate the prevalence of inadequate micronutrient intake and excess sodium intake among adults age 19 years and older in the city of Sao Paulo, Brazil. Twenty-four hour dietary recall and sociodemographic data were collected from each participant (n=1,663) in a cross-sectional study, Inquiry of Health of Sao Paulo, of a representative sample of the adult population of the city of Sao Paulo in 2003 (ISA-2003). The variability in intake was measured through two replications of the 24-hour recall in a subsample of this population in 2007 (ISA-2007). Usual intake was estimated by the PC-SIDE program (version 1.0, 2003, Department of Statistics, Iowa State University), which uses an approach developed by Iowa State University. The prevalence of nutrient inadequacy was calculated using the Estimated Average Requirement cut-point method for vitamins A and C, thiamin, riboflavin, niacin, copper, phosphorus, and selenium. For vitamin D, pantothenic acid, manganese, and sodium, the proportion of individuals with usual intake equal to or more than the Adequate Intake value was calculated. The percentage of individuals with intake equal to more than the Tolerable Upper Intake Level was calculated for sodium. The highest prevalence of inadequacy for males and females, respectively, occurred for vitamin A (67% and 58%), vitamin C (52% and 62%), thiamin (41% and 50%), and riboflavin (29% and 19%). The adjustment for the within-person variation presented lower prevalence of inadequacy due to removal of within-person variability. All adult residents of Sao Paulo had excess sodium intake, and the rates of nutrient inadequacy were high for certain key micronutrients. J Acad Nutr Diet. 2012;112:1614-1618.

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The aim of this study was to validate the use of fingernail fluoride concentrations at ages 2-7 years as predictors of the risk for developing dental fluorosis in the permanent dentition. Fifty-six children of both genders (10-15 years of age) had their incisors and premolars examined for dental fluorosis using the Thylstrup-Fejerskov index. Fingernail fluoride concentrations were obtained from previous studies when children were 2-7 years of age. Data were analyzed by unpaired t test, ANOVA, and Fisher's exact test when the fingernail fluoride concentrations were dichotomized (<= 2 or > 2 mu g/g). Children with dental fluorosis had significantly higher fingernail fluoride concentrations than those without the condition, and the concentrations tended to increase with the severity of fluorosis (r(2) = 0.47, p < 0.0001). Using a fingernail fluoride concentration of 2 mu g/g at ages 2-7 years as a threshold, this biomarker had high sensitivity (0.84) and moderate specificity (0.53) as a predictor for dental fluorosis. The high positive predictive value indicates that fingernail fluoride concentrations should be useful in public health research, since it has the potential to identify around 80% of children at risk of developing dental fluorosis. Copyright (C) 2012 S. Karger AG, Basel

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Objective: To determine the accuracy of the Timed Up and Go Test (TUGT) for screening the risk of falls among community-dwelling elderly individuals. Method: This is a prospective cohort study with a randomly by lots without reposition sample stratified by proportional partition in relation to gender involving 63 community-dwelling elderly individuals. Elderly individuals who reported having Parkinson's disease, a history of transitory ischemic attack, stroke and with a Mini Mental State Exam lower than the expected for the education level, were on a wheelchair and that reported a single fall in the previous six months were excluded. The TUGT, a mobility test, was the measure of interested and the occurrence of falls was the outcome. The performance of basic activities of daily living (ADL) and instrumental activities of daily living (IADL) was determined through the Older American Resources and Services, and the socio-demographic and clinical data were determined through the use of additional questionnaires. Receiver Operating Characteristic Curves were used to analyze the sensitivity and specificity of the TUGT. Results: Elderly individuals who fell had greater difficulties in ADL and IADL (p<0.01) and a slower performance on the TUGT (p=0.02). No differences were found in socio-demographic and clinical characteristics between fallers and non- fallers. Considering the different sensitivity and specificity, the best predictive value for discriminating elderly individuals who fell was 12.47 seconds [(RR= 3.2) 95% CI: 1.3- 7.7]. Conclusions: The TUGT proved to be an accurate measure for screening the risk of falls among elderly individuals. Although different from that reported in the international literature, the 12.47 second cutoff point seems to be a better predictive value for Brazilian elderly individuals.