Contagion in financial networks: a network theory and agent-based approaches to modeling the spread of risk in financial systems

Esta dissertação estuda a propagação de crises sobre o sistema financeiro. Mais especi- ficamente, busca-se desenvolver modelos que permitam simular como um determinado choque econômico atinge determinados agentes do sistema financeiro e apartir dele se propagam, transformando-se em um problema sistêmico. A dissertação é dividida em dois capítulos,além da introdução. O primeiro capítulo desenvolve um modelo de propa- gação de crises em fundos de investimento baseado em ciência das redes.Combinando dois modelos de propagação em redes financeiras, um simulando a propagação de perdas em redes bipartites de ativos e agentes financeiros e o outro simulando a propagação de perdas em uma rede de investimentos diretos em quotas de outros agentes, desenvolve-se um algoritmo para simular a propagação de perdas através de ambos os mecanismos e utiliza-se este algoritmo para simular uma crise no mercado brasileiro de fundos de investimento. No capítulo 2,desenvolve-se um modelo de simulação baseado em agentes, com agentes financeiros, para simular propagação de um choque que afeta o mercado de operações compromissadas.Criamos também um mercado artificial composto por bancos, hedge funds e fundos de curto prazo e simulamos a propagação de um choque de liquidez sobre um ativo de risco securitizando utilizado para colateralizar operações compromissadas dos bancos.

Men at risk The Physical, Mental and Social Health of Men in Massachusetts

In 2009, Clark University was accepted as the university to represent Massachusetts in the National Policy Institute for Family Impact Seminars at the University of Wisconsin – Madison (http://familyimpactseminars.org). Family Impact Seminars are a series of annual seminars, briefing reports, and discussion sessions that provide up-to-date, solution-oriented research on current issues for state legislators, their aides, and legislative support bureau personnel. The seminars provide objective, nonpartisan research on current issues and do not lobby for particular policies. Seminar participants discuss policy options and identify common ground where it exists.

On the pragmatics of social theory. The case of Elias's "On the Process of Civilization"

This paper proposes a new approach to the study of sociological classics. This approach is pragmatic in character. It draws upon the social pragmatism of G.H. Mead and the sociology of texts of D.F. McKenzie. Our object of study is Norbert Elias’s On the Process of Civilization. The pragmatic genealogy of this book reveals the importance of taking materiality seriously. By documenting the successive entanglements between human agency and non-human factors, we discuss the origins of the book in the 1930s, how it was forgotten for thirty years, and how in the mid-1970s it became a sociological classic. We explain canonization as a matter of fusion between book’s material form and its content, in the context of the paperback revolution of the 1960s, the events of May 1968, and the demise of Parsons’ structural functionalism, and how this provided Elias with an opportunity to advance his model of sociology.

Reason and revolution; Hegel and the rise of social theory.

Mode of access: Internet.

Mathematical theory of human relations, an approach to a mathematical biology of social phenomena.

Includes "References."

On the theory of social change: how economic growth begins.

Includes bibliography.

The theory of social work.

Mode of access: Internet.

Social adaptation; a study in the development of the doctrine of adaptation as a theory of social progress,

Awarded the David A. Wells Prize for the year 1914-15, and published from the income of the David A. Wells Fund."

Effective leadership in salient groups: Revisiting leader-member exchange theory from the perspective of the social identity theory of leadership

Two studies compared leader-member exchange (LMX) theory and the social identity theory of leadership. Study 1 surveyed 439 employees of organizations in Wales, measuring Work group salience, leader-member relations, and perceived leadership effectiveness. Study 2 surveyed 128 members of organizations in India, measuring identification not salience and also individualism/collectivism. Both studies provided good support for social identity predictions. Depersonalized leader-member relations were associated with greater leadership effectiveness among high- than low-salient groups (Study 1) and among high than low identifiers (Study 2). Personalized leadership effectiveness was less affected by salience (Study 1) and unaffected by identification (Study 2). Low-salience groups preferred personalized leadership more than did high-salience groups (Study 1). Low identifiers showed no preference but high identifiers preferred depersonalized leadership (Study 2). In Study 2, collectivists did not Prefer depersonalized as opposed to personalized leadership, whereas individualists did, probably because collectivists focus more on the relational self.