998 resultados para Elèves à risque
Resumo:
Le glaucome est la seconde cause de cécité dans le monde après la cataracte et est caractérisé par la perte progressive de cellules ganglionnaires de la rétine allant vers la dégénérescence du nerf optique. On distingue deux formes de glaucome; le glaucome à angle fermé et le glaucome à angle ouvert. L'hérédité du glaucome est souvent sporadique, parfois autosomique dominante. Une pression intraoculaire de plus de 21 mmHg représente un facteur de risque important pour son développement. Actuellement, la mutation la plus fréquente, observée dans 5% des cas de glaucome héréditaire, est retrouvée dans le gène MYOC (trabecular meshwork inducible glucocorticoide response). À ce jour, les causes et mécanismes moléculaires sous-jacent ne sont que partiellement compris. Récemment, il a été démontré qu'une souris transgénique exprimant le gène Notch2 dans luvée, développait un glaucome. Pour cette raison, nous avons analysé le gène NOTCH2 chez l'homme afin de déterminer s'il était impliqué. NOTCH2 est composé de 34 exons sur le chromosome 1 et code une protéine transmembranaire essentielle à la prolifération, l'apoptose, la différenciation cellulaire et le destin cellulaires. L'expression du gène est localisée dans le segment antérieur de l'oeil, le segment externe du corps ciliaire et le trabéculum. Les fonctions principales de ces deux tissus sont la production et le drainage de l'humeur aqueuse. Pour mémoire, une perturbation du flux peut générer une augmentation de la pression intraoculaire. Le but de cette étude était de rechercher d'éventuelles mutations du gène NOTCH2 chez des patients souffrant de glaucome. 130 patients ont été vu à l'hôpital ophtalmique Jules- Gonin et un échantillon d'ADN a été récolté afin d'identifier l'origine moléculaire de leur pathologie. L'analyse moléculaire s'est fait étape par étape. Premièrement, j'ai séquencé l'exon 3 du gène MYOC. Deuxièment, la Chromatographie en phase liquide à haute performance a été utilisée pour l'analyse des 34 exons du gène NOTCH2. Troisièment, tous les exons présentant une courbe suspecte au chromatogramme ont été séquencés selon la méthode de Sanger. Dans la première partie de l'étude, j'ai analysé l'exon 3 du gène MYOC afin de déterminer les éventuels porteurs d'une mutation dominante. Aucune mutation pathogénique n'a été mis en évidence mais 4 patients sur les 130 étaient porteurs d'un variant connu et fréquent. Dans la deuxième partie de mon étude, j'ai analysé les 34 exons du gène NOTCH2, qui n'ont révélé aucune mutation. Bien que les méthodes utilisées dans cette étude montrent quelques limitations, il est peu probable que des mutations dans les régions codantes de NOTCH2 soient un facteur de risque important dans le glaucome primaire à angle ouvert.
Resumo:
La promoció de la dimensió integradora de l’educació ha de tenir en compte les diferents perspectives, entre elles la de gènere. El risc d’exclusió social pot augmentar quan la dimensió de gènere es combina amb altres dimensions com el grup cultural, l’edat o el baix nivell socioeconòmic. Alguns estudis indiquen que hi ha hagut una millora significativa en els resultats acadèmics de les nenes, que superen fins i tot els resultats dels nens en determinades àrees. No obstant això, les contribucions aportades són limitades ja que descriuen la situació sense aprofundir en les causes que condueixen a aquesta situació. Això ha reobert recentment nous debats en el cor de la comunitat científica. Les relacions de poder entre els gèneres, i la transmissió dels models tradicionals de masculinitat i feminitat, que encara es poden observar avui en algunes pràctiques de l'escola, tenen un impacte en els resultats acadèmics
Resumo:
Latent variable models in finance originate both from asset pricing theory and time series analysis. These two strands of literature appeal to two different concepts of latent structures, which are both useful to reduce the dimension of a statistical model specified for a multivariate time series of asset prices. In the CAPM or APT beta pricing models, the dimension reduction is cross-sectional in nature, while in time-series state-space models, dimension is reduced longitudinally by assuming conditional independence between consecutive returns, given a small number of state variables. In this paper, we use the concept of Stochastic Discount Factor (SDF) or pricing kernel as a unifying principle to integrate these two concepts of latent variables. Beta pricing relations amount to characterize the factors as a basis of a vectorial space for the SDF. The coefficients of the SDF with respect to the factors are specified as deterministic functions of some state variables which summarize their dynamics. In beta pricing models, it is often said that only the factorial risk is compensated since the remaining idiosyncratic risk is diversifiable. Implicitly, this argument can be interpreted as a conditional cross-sectional factor structure, that is, a conditional independence between contemporaneous returns of a large number of assets, given a small number of factors, like in standard Factor Analysis. We provide this unifying analysis in the context of conditional equilibrium beta pricing as well as asset pricing with stochastic volatility, stochastic interest rates and other state variables. We address the general issue of econometric specifications of dynamic asset pricing models, which cover the modern literature on conditionally heteroskedastic factor models as well as equilibrium-based asset pricing models with an intertemporal specification of preferences and market fundamentals. We interpret various instantaneous causality relationships between state variables and market fundamentals as leverage effects and discuss their central role relative to the validity of standard CAPM-like stock pricing and preference-free option pricing.
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This survey presents within a single model three theories of decentralization of decision-making within organizations based on private information and incentives. Renegotiation, collusion, and limits on communication are three sufficient conditions for decentralization to be optimal.
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We analyze an alternative to the standard rationalizability requirement for observed choices by considering non-deteriorating selections. A selection function is a generalization of a choice function where selected alternatives may depend on a reference (or status quo) alternative in addition to the set of feasible options. A selection function is non-deteriorating if there exists an ordering over the universal set of alternatives such that the selected alternatives are at least as good as the reference option. We characterize non-deteriorating selection functions in an abstract framework and in an economic environment.
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We provide a survey of the literature on ranking sets of objects. The interpretations of those set rankings include those employed in the theory of choice under complete uncertainty, rankings of opportunity sets, set rankings that appear in matching theory, and the structure of assembly preferences. The survey is prepared for the Handbook of Utility Theory, vol. 2, edited by Salvador Barberà, Peter Hammond, and Christian Seidl, to be published by Kluwer Academic Publishers. The chapter number is provisional.
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We identify conditions under which preferences over sets of consumption opportunities can be reduced to preferences over bundles of \"commodities\". We distinguish ordinal bundles, whose coordinates are defined up to monotone transformations, from cardinal bundles, whose coordinates are defined up to positive linear transformations only.
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In this paper, we characterize the asymmetries of the smile through multiple leverage effects in a stochastic dynamic asset pricing framework. The dependence between price movements and future volatility is introduced through a set of latent state variables. These latent variables can capture not only the volatility risk and the interest rate risk which potentially affect option prices, but also any kind of correlation risk and jump risk. The standard financial leverage effect is produced by a cross-correlation effect between the state variables which enter into the stochastic volatility process of the stock price and the stock price process itself. However, we provide a more general framework where asymmetric implied volatility curves result from any source of instantaneous correlation between the state variables and either the return on the stock or the stochastic discount factor. In order to draw the shapes of the implied volatility curves generated by a model with latent variables, we specify an equilibrium-based stochastic discount factor with time non-separable preferences. When we calibrate this model to empirically reasonable values of the parameters, we are able to reproduce the various types of implied volatility curves inferred from option market data.
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This paper assesses the empirical performance of an intertemporal option pricing model with latent variables which generalizes the Hull-White stochastic volatility formula. Using this generalized formula in an ad-hoc fashion to extract two implicit parameters and forecast next day S&P 500 option prices, we obtain similar pricing errors than with implied volatility alone as in the Hull-White case. When we specialize this model to an equilibrium recursive utility model, we show through simulations that option prices are more informative than stock prices about the structural parameters of the model. We also show that a simple method of moments with a panel of option prices provides good estimates of the parameters of the model. This lays the ground for an empirical assessment of this equilibrium model with S&P 500 option prices in terms of pricing errors.
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We consider a probabilistic approach to the problem of assigning k indivisible identical objects to a set of agents with single-peaked preferences. Using the ordinal extension of preferences, we characterize the class of uniform probabilistic rules by Pareto efficiency, strategy-proofness, and no-envy. We also show that in this characterization no-envy cannot be replaced by anonymity. When agents are strictly risk averse von-Neumann-Morgenstern utility maximizers, then we reduce the problem of assigning k identical objects to a problem of allocating the amount k of an infinitely divisible commodity.
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In this article we study the effect of uncertainty on an entrepreneur who must choose the capacity of his business before knowing the demand for his product. The unit profit of operation is known with certainty but there is no flexibility in our one-period framework. We show how the introduction of global uncertainty reduces the investment of the risk neutral entrepreneur and, even more, that the risk averse one. We also show how marginal increases in risk reduce the optimal capacity of both the risk neutral and the risk averse entrepreneur, without any restriction on the concave utility function and with limited restrictions on the definition of a mean preserving spread. These general results are explained by the fact that the newsboy has a piecewise-linear, and concave, monetary payoff witha kink endogenously determined at the level of optimal capacity. Our results are compared with those in the two literatures on price uncertainty and demand uncertainty, and particularly, with the recent contributions of Eeckhoudt, Gollier and Schlesinger (1991, 1995).
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In this paper, we test a version of the conditional CAPM with respect to a local market portfolio, proxied by the Brazilian stock index during the 1976-1992 period. We also test a conditional APT model by using the difference between the 30-day rate (Cdb) and the overnight rate as a second factor in addition to the market portfolio in order to capture the large inflation risk present during this period. The conditional CAPM and APT models are estimated by the Generalized Method of Moments (GMM) and tested on a set of size portfolios created from a total of 25 securities exchanged on the Brazilian markets. The inclusion of this second factor proves to be crucial for the appropriate pricing of the portfolios.