O corpo em Michel Onfray

This inquiry looks it to think of the body through Hedonistic Philosophy of Michel Onfray. To compose his written, the philosopher launches strong criticism to the asceticism (constituted by the philosophical tradition and by the monoteístas religions), accusing it of despise the body and the pleasure of his teachings, anchored by the Christian moral. However, his philosophy defends the hedonismo and emphasizes the pleasure as an ethical / moral beginning, which aims the other as much as the individual himself, elevating the body and his potentialities through five senses. The contemplated philosophy allowed us think on the Physical Education, area wich, traditionally, was tied to the execution of disciplinary tasks of the body, disregarding the sensibility of his pedagogic practice. In this scenery, there is an ideal of body that attacks us daily, intensified by this area, which turns in the ethical problem of the body. From then, we launch our questions: From Michel Onfray philosophy, how the body shapes between the asceticism and the hedonismo?, What are the possible implications for the Physical Education? Ruled in the method of the Hedonistic Materialism, proposed by Michel Onfray, we think about this inquiry on two central points that contemplate our categories of study to be known: Glorious body and Loose living Body. We resort to Michel Onfray´s books, as well as, interviews given by the author in magazines / newspapers to help in our inquiry intentions. For the approach ethics / esthetics in the Physical Education, we use the texts of Silvino Santin and Hugo Lovisolo. Besides, we brought the cinema dialog. We classify this inquiry as a true Odyssey that transported us to unknown places and as a return to other already visited. This travel provided teachings that will help our wisdom on how survive the life, alerting us for the worship to the body like the cultivation of ourselves, and not as search of reaching physical standards stipulated by the society in force.

The existence and source of stock return predictability : Evidence from dividend, output and consumption ratios

Date of Acceptance: 13/03/2015

Age differences in prospective memory for everyday life intentions : A diary approach

Peer reviewed

The existence and source of stock return predictability : Evidence from dividend, output and consumption ratios

Date of Acceptance: 13/03/2015

Age differences in prospective memory for everyday life intentions : A diary approach

Peer reviewed

Élaboration et validation d'un instrument préliminaire mesurant les connaissances, les attitudes, les croyances, les normes subjectives et les intentions d'agir des professionnels de la santé sur le don d'organes

Mémoire numérisé par la Direction des bibliothèques de l'Université de Montréal.

Effect of conflicting advice on return to work in patients with low back pain

Mémoire numérisé par la Direction des bibliothèques de l'Université de Montréal.

Comportement et rendement scolaire au début du primaire : les attributions causales et d'intentions, des processus en jeu?

Mémoire numérisé par la Direction des bibliothèques de l'Université de Montréal.

Élaboration et validation d'un instrument préliminaire mesurant les connaissances, les attitudes, les croyances, les normes subjectives et les intentions d'agir des professionnels de la santé sur le don d'organes

Mémoire numérisé par la Direction des bibliothèques de l'Université de Montréal.

Effect of conflicting advice on return to work in patients with low back pain

Mémoire numérisé par la Direction des bibliothèques de l'Université de Montréal.

Comportement et rendement scolaire au début du primaire : les attributions causales et d'intentions, des processus en jeu?

Mémoire numérisé par la Direction des bibliothèques de l'Université de Montréal.

Multivariate Appoximations to Portfolio Return Distribution

This article proposes a three-step procedure to estimate portfolio return distributions under the multivariate Gram-Charlier (MGC) distribution. The method combines quasi maximum likelihood (QML) estimation for conditional means and variances and the method of moments (MM) estimation for the rest of the density parameters, including the correlation coefficients. The procedure involves consistent estimates even under density misspecification and solves the so-called ‘curse of dimensionality’ of multivariate modelling. Furthermore, the use of a MGC distribution represents a flexible and general approximation to the true distribution of portfolio returns and accounts for all its empirical regularities. An application of such procedure is performed for a portfolio composed of three European indices as an illustration. The MM estimation of the MGC (MGC-MM) is compared with the traditional maximum likelihood of both the MGC and multivariate Student’s t (benchmark) densities. A simulation on Value-at-Risk (VaR) performance for an equally weighted portfolio at 1% and 5% confidence indicates that the MGC-MM method provides reasonable approximations to the true empirical VaR. Therefore, the procedure seems to be a useful tool for risk managers and practitioners.