This study aims to propose a knowledge base ontology for the ISO/SAE 21434 cybersecurity risk assessment activities in the automotive domain. The focus of the paper is to model how the standard views the tasks of Threat Analysis and Risk Assessment (TARA) and cybersecurity concept. The model is supported by practical knowledge gained from a design science activity at a major organization for supplying automotive solutions and components. The scope is limited to matters of methodology in systems security assessment. The meta-model shows concepts, relationships, and axioms describing the different activities, stakeholders, and inter-dependencies. Based on the model knowledge, an integrated approach of TARA guideline is created, describing the steps of each of the activities in which it has been adapted by the organization participating in an applied study. Additionally, to increase the efficiency of the human resources involved in the creation of the security artifacts, a proposal to utilize the model relationships and the guideline to automate recurring TARA tasks. Lessons learned from the applied study are presented. The study has adapted an evaluation strategy based on technical evaluation and user evaluation. The guideline was evaluated through gathering expert’s opinions in a qualitative approach. The ontology meta-model has been qualified for consistency through technical evaluation.

With the introduction of electronic control units to automotive vehicles, system complexity has increased. With this change in complexity, new standards have been created to ensure safety at the system level for these vehicles. Furthermore, vehicles have become increasingly complex with the push for electrification of automotive vehicles, which has resulted in the creation of hybrid electric and battery electric vehicles. The goal of this thesis is to provide an example of a hazard and operability analysis as well as a hazard and risk analysis for a hybrid electric vehicle. Additionally, the safety standards developed do not align well with educational prototype vehicles because the standards are designed for corporations. The hybrid vehicle supervisory controller example within this thesis demonstrates how to define a system and then perform system-level analytical techniques to identify potential failures and associated requirements. Ultimately, through this analysis suggestions are made on how best to reduce system complexity and improve system safety of a student built prototype vehicle. / Master of Science / With the introduction of electronic control units to automotive vehicles, system complexity has increased. With this change in complexity, new standards have been created to ensure safety at the system level for these vehicles. Furthermore, vehicles have become increasingly complex with the push for electrification of automotive vehicles, which has resulted in the creation of hybrid electric and battery electric vehicles. There are different ways for corporations to demonstrate adherence to these standards, however it is more difficult for student design projects to follow the same standards. Through the application of hazard and operability analysis and hazard and risk analysis on the hybrid vehicle supervisory controller, an example is provided for future students to follow the guidelines established by the safety standards. The end result is to develop system requirements to improve the safety of the prototype vehicle with the added benefit of making design changes to reduce the complexity of the student project.

Chapter 1: Intuition suggests that constraint investment strategies will result in losses due to a limited portfolio allocation. Yet prior research has shown that this is not the case for a particular set of constraint mutual funds so-called Socially Responsible Investing, SRI. In this paper I show that such assets do face loses to portfolio efficiency due to their limited asset universe. I contribute to the literature by employing two techniques to estimate asset performance. First, I estimate a DEA based efficiency score that allows for direct comparison between ex-post efficiency rankings and test the ex-ante relevance of such scores by including them into asset pricing models. Second, I further check if these results are consistent when comparing the performance of ethical funds based on the alphas of traditional asset pricing models even after adjusting for coskewness risk. Overall, the results suggest that ethical funds underperform traditional unconstraint investment assets. Chapter 2: Starting after the turn of the millennium, inflation has been persistently higher than the short term T-Bill rate. Following the traditional view, this will imply a negative real rates of return that have become commonplace in the US economy. This paper examines the possibility that if an inflation risk discount contained in nominal rates exist and can explain low or negative real rates, using consumption based asset pricing model. Evidence suggests using the traditional Fisher equation to calculate real rates leads to an overestimate of real rates due to a modest inflation risk premium. To achieve non-negative real rates in a consumption based asset pricing framework the covariance between consumption growth and inflation innovations would have to be at least thirty times larger than empirically found, and in opposite direction, for the Post-Volker era. Still, though the after 2000’s covariance is positive, which suggest a discount on risk free, the magnitude is still too small to explain negativity of real rates. JEL Classification : E21, E31 Key Words : Mutual Funds, Performance, Data Envelop Analysis, Coskewness, Risk Factors, Real Returns, Consumption Bases Asset Pricing Models, Inflation

[pt] Apresenta-se uma metodologia geral para a avaliação do risco sísmico em sistemas estruturais de engenharia civil com particularizações para edifícios e, a seguir, executam- se aplicações para exemplificar a proposta e para o desenvolvimento de procedimentos complementares aos adotados na prática por métodos determinísticos. Para tal, considera-se a excitação sísmica como um processo aleatório fracamente estacionário, definido por uma função de densidade de espectro de potência da aceleração do movimento do terreno e, no domínio da frequência, determinam-se funções semelhantes para as respostas estruturais. Considera-se, a seguir, o problema de primeira ultrapassagem, de acordo com a solução de Vanmarcke, para determinar a distribuição de probabilidade das respostas estruturais permanecerem abaixo dos níveis numericamente especificados, designados de barreiras. A partir dessas probabilidades, prossegue-se para desenvolver: - uma metodologia para análise de risco sísmico de estruturas prediais, incluindo uma fase preliminar de avaliação da ameaça sísmica para o território nacional; - recursos para avaliação do compromisso probabilístico entre uma função de densidade de espectro de potência da excitação sísmica, para uma região, e um espectro de resposta de projeto proposto para o mesmo local; - o conceito e o procedimento para geração de um espectro de resposta uniformemente provável a ser utilizado para análise do sistema principal e de um espectro de resposta acoplado uniformemente provável para o caso dos sistemas secundários; - uma comparação entre a capacidade a ações horizontais eólicas de estruturas prediais correntes, no Brasil, e o significado dessa resistência para os requisitos de demanda decorrente dos sismos prováveis; - um procedimento para geração de uma função de densidade de espectro de potência objetivo associada a um espectro de resposta de projeto prescrito. A implementação computacional da análise estrutural no domínio da frequência utiliza parcialmente o programa SASSI-2000 e a análise probabilística usa os programas APESS e CA desenvolvidos internamente ao trabalho. / [en] One presents a general methodology to the evaluation of the seismic risk to civil engineering structures, with emphasis to building systems, and in sequence a series of applications is made to exemplify this proposal and to develop complementary procedures to the deterministic structural analysis. On this way, one considers the structural seismic excitation as a weakly stationary random process mainly defined by a ground acceleration power density function and one determines, in the frequency domain, similar structural response quantity functions. One applies, to this response functions, the first passage problem solution according to Vanmarcke and so determining the distribution probability functions of these maximum structural response quantities to remain below specified numerical levels, which are called barriers. From these probability distributions, one proceeds to develop: − a methodology to the structural seismic risk analysis, including a previous phase to define the seismic hazard over the Brazilian territory; − tools to evaluated the probabilistic compromise between a power spectrum density function of the seismic excitation for a region and a design response spectrum proposed to the same area; − the idea of a uniformly probable design response spectrum and the procedures to generate this function to be used in the analyses of the primary system; and to produce a uniformly probable coupled response spectrum for the analyses of secondary systems; − a comparison between the wind horizontal action capacity of regular building structures in Brazil and the capability which would be expected to the seismic hazard; − a procedure to generate a target power spectrum density function for the seismic hazard probabilistically associated to a prescribed design response spectrum for a site. The computational support to the frequency domain structural analysis is taken partially from SASSI-2000 program and the probabilistic paths are made by APESS and CA programs which have been developed inside this work.

La presente tesis consiste en el análisis de riesgo ante un Tsunami en edificaciones del distrito de Lurín, el cual es vulnerable por estar ubicado próximo al mar. El desarrollo parte considerando tres escenarios sísmicos de gran magnitud (Mw= 8.0, Mw=8.5 y Mw=8.7) en el Distrito de Lurín, tomando como punto de partida métodos empíricos para hallar los parámetros de estimación de tsunami como la altura máxima de la ola, tiempo de llegada de la primera ola a la costa y la altura de inundación que esta genera. Con los parámetros calculados del tsunami y la información obtenida de entidades nacionales como el Instituto geográfico nacional (IGN), Instituto Nacional de estadística e informática (INEI) y la Municipalidad de Lurín, se elabora la plataforma Geoespacial (SIG), con la introducción y el almacenamiento de estos datos se procederá con análisis y la presentación en forma de tablas de atributos y mapas temáticos, que nos permiten identificar las zonas potencialmente vulnerables, determinar las zonas inundadas, los lotes afectados, la cantidad de personas damnificadas y las pérdidas económicas que se generan, es decir, nos permite analizar el riesgo y vulnerabilidad de las edificaciones, por consiguiente permitirán desarrollar planes de prevención. The folowing thesis is about The analysis of risk in front of a tsunami on buildings in Lurin district. This study area is near to the sea and It is seated in a surface whose topography is not hilly, that is the reason why this district has a constant danger of being hitted by a tsunami. The developement of this thesis has considered three seismic scenarios of great magnitude (Mw= 8.0, Mw=8.5 y Mw=8.7) in Lurin District, having as a starting point empirical methods to find tsunami parameters which are máximum wave height, arrival time of the first wave to the shore and run up. Using tsunami parameters and information obtained from national entities such National geographic Institute (IGN), National Institute of Statistics and Informatics (INEI) and the Municipality of Lurin, the geospacial plataform will be elaborated and as result it has attribute tables and thematic maps to detect potentially vulnerable areas, determine the flooded areas, the affected lots, the number of people affected and economic losses, in other words, this allows the analysis of risk on buildings, Therefore to stablish prevention plans to minimize economic and human losses.

The object of my graduation thesis is setting value of CeWe Color, a.s. by methods DCF and finding the influence of deflections of exchange rate to the company. For setting value were used strategic analysis, financial analysis and financial plan. The resulting value was set to 539 449 thousand czech crowns.

The aim of this work is the analysis of factors, which influence price of insurance companies' stock. This work firstly contents definition of basic differences in the space, which insurance company does business in and regular manufacturing plant or sales company. Emphasis is put on controlling risks and regulation of insurance companies. The main part of work is fundamental analysis of 3 european insurance companies. The analysis of each macroeconomics quantity and the stock rate uses correlative coefficients. This work researchs, whether in case of relationship of progress of stock rates and quantities of economics holds regular conclusion, which are described in literature of economics or whether not. Whole fundamental analysis further complete sectoral analysis with development of main characteristics of european insurance market and companies' analysis, where are different proportion indicatiors compared.

The diploma thesis titled Risks of logistics management in a company deals with the analysis of flow quality in the logistics chain of selected internet shop Notino.cz. The work is divided into three parts. The theoretical part describes the theoretical bases on the basis of specialized literature. The analytical part analyzes the current state of quality, processes in the enterprise, and an analysis of the causes and consequences. The design part draws conclusions from the analyzes, proposes and looks for measures to reduce or eliminate the identified risks.

The diploma thesis deals with the issue of risk management during the contract of the chosen company, which deals with printing and sale of advertising and gift items and related services. The work is divided into three parts. The introductory part introduces the theoretical basis based on professional literature. The analytical part focuses on introducing a company, a detailed description of the course of the contract, and an analysis of all the risks that may arise. The aim of the practical part is to determine the most risky factors on the basis of the analysis and propose measures for their reduction or elimination.

This Thesis deals with creating system for controlling risks based on critical analysis for chosen company. The company is called Vinařství Kovář and it's owned by Mr Miroslav Kovář, who is a wine producer. The first part of the Thesis is focusing on theory of controlling risks. The second part analyses current state of the company, it's risks and evaluation of the risks. The assessment of the risk is done by doing an FMEA analysis. This helps to find the most severe risks which are then eliminated with set actions. The last part of the Thesis contains suggestions of controlling the risks for the company to prevent or minimalise potential risks.