852 resultados para Parametric VaR (Value-at-Risk)


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Some polycyclic aromatic hydrocarbons (PAHs) are ubiquitous in air and have been implicated as carcinogenic materials. Therefore, literature is replete with studies that are focused on their occurrence and profiles in indoor and outdoor air samples. However, because the relative potency of individual PAHs vary widely, health risks associated with the presence of PAHs in a particular environment cannot be extrapolated directly from the concentrations of individual PAHs in that environment. In addition, database on the potency of PAH mixtures is currently limited. In this paper, we have utilized multi-criteria decision making methods (MCDMs) to simultaneously correlate PAH-related health risk in some microenvironments to the concentration levels, ethoxyresorufin-O-deethylase (EROD) activity induction equivalency factors and toxic equivalency factors (TEFs) of PAHs found in those microenvironments. The results showed that the relative risk associated with PAHs in different air samples depends on the index used. Nevertheless, this approach offers a promising tool that could help identify microenvironments of concern and assist the prioritisation of control strategies.

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This paper seeks to address the widespread call in the literature for the cross-cultural examination ( and validation) of accepted concepts within consumer behaviour, such as consumer risk perceptions and information search. The findings of the study provide support for a number of accepted relationships, whilst identifying distinct cross cultural differences in external information search and willingness to buy genetically modified (GM) food products by consumers.

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Purpose – This paper compares the experiential consumption values that motivate consumer choice to purchase online for both male and female purchasers and non-purchasers. Design/methodology/approach – Using the theory of consumption value the study examines gendered perceptions of the functional, social and conditional value of using a virtual consumption setting for purchasing. Data was collected through an online survey and analysed using multiple discriminant analysis to determine meaningful differences between male and female purchasers and non-purchasers. Findings – The findings show that male online purchasers are discriminated from female purchasers by social value and from male non-purchasers by conditional value. Female purchasers are discriminated from male purchasers by functional value and from female non-purchasers by social value. Female non-purchasers are discriminated from female purchasers by conditional value. Male non-purchasers are discriminated from male purchasers by functional and social value. Research limitations/implications – Limitations include using an Internet survey and an Australian sample which may impact the generalisability of the findings to a wider population of Internet users. Future research should involve replication of the study in a country more or less developed in terms of gender composition of internet users to extend the generalisability of the findings. Additionally, researchers should examine whether other dimensions of consumption value,such as social influence through on- and off-line communication networks, may influence consumer choice to purchase online. Practical implications – The study provides practical implications for marketers to leverage consumption values that influence male and female consumers’ choice to purchase online and then drive their behaviour online through integrated marketing campaigns that involve both on- and offline strategies. Originality/value – The research makes an original contribution to the consumer behaviour literature as to date, no research has been found that undertakes such a comprehensive gender-based comparison of the perceived value of using a virtual consumption setting for purchasing.

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Recently the National Patient Safety Agency in the United Kingdom published a report entitled "Mitigating surgical risk in patients undergoing hip arthroplasty for fractures of the proximal femur". A total of 26 deaths had been reported to them when cement was used at hemiarthroplasty between October 2003 and October 2008. This paper considers the evidence for using cement fixation of a hemiarthroplasty in the treatment of hip fractures.

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Objective: To compare the effectiveness of the STRATIFY falls tool with nurses’ clinical judgments in predicting patient falls. Study Design and Setting: A prospective cohort study was conducted among the inpatients of an acute tertiary hospital. Participants were patients over 65 years of age admitted to any hospital unit. Sensitivity, specificity, and positive predictive value (PPV) and negative predictive values (NPV) of the instrument and nurses’ clinical judgments in predicting falls were calculated. Results: Seven hundred and eighty-eight patients were screened and followed up during the study period. The fall prevalence was 9.2%. Of the 335 patients classified as being ‘‘at risk’’ for falling using the STRATIFY tool, 59 (17.6%) did sustain a fall (sensitivity50.82, specificity50.61, PPV50.18, NPV50.97). Nurses judged that 501 patients were at risk of falling and, of these, 60 (12.0%) fell (sensitivity50.84, specificity50.38, PPV50.12, NPV50.96). The STRATIFY tool correctly identified significantly more patients as either fallers or nonfallers than the nurses (P50.027). Conclusion: Considering the poor specificity and high rates of false-positive results for both the STRATIFY tool and nurses’ clinical judgments, we conclude that neither of these approaches are useful for screening of falls in acute hospital settings.

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Purpose – Financial information about costs and return on investments are of key importance to strategic decision-making but also in the context of process improvement or business engineering. In this paper we propose a value-oriented approach to business process modeling based on key concepts and metrics from operations and financial management, to aid decision making in process re-design projects on the basis of process models. Design/methodology/approach – We suggest a theoretically founded extension to current process modeling approaches, and delineate a framework as well as methodical support to incorporate financial information into process re-design. We use two case studies to evaluate the suggested approach. Findings – Based on two case studies, we show that the value-oriented process modeling approach facilitates and improves managerial decision-making in the context of process re-design. Research limitations / implications – We present design work and two case studies. More research is needed to more thoroughly evaluate the presented approach in a variety of real-life process modeling settings. Practical implications – We show how our approach enables decision makers to make investment decisions in process re-design projects, and also how other decisions, for instance in the context of enterprise architecture design, can be facilitated. Originality/value – This study reports on an attempt to integrate financial considerations into the act of process modeling, in order to provide more comprehensive decision making support in process re-design projects.